Alexander S. Cherny

Finance · 2002–2010

A researcher in the Science corpus: 6 papers; trusts 23 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Alexander S. Cherny trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Berend Roorda
  2. Freddy Delbaen
  3. Hans Föllmer
  4. Alexander Schied
  5. Peter P. Carr
  6. Michel Denault
  7. Dirk Tasche
  8. Frank Riedel
  9. Michael Kalkbrener
  10. Tom Fischer

Who trusts Alexander S. Cherny overall

  1. Hoang-Long Ngo
  2. Abdelaati Daouia
  3. Daichi Taguchi
  4. Thomas G. Kurtz
  5. Dilip B Madan 5
  6. Ioannis Karatzas
  7. St'ephane Cr'epey
  8. Irène Gijbels
  9. Tomasz R. Bielecki
  10. H. Engelbert

Papers from Alexander S. Cherny's perspective

Ordered by how strongly the researchers Alexander S. Cherny trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Coherent Risk Measures on General Probability Spaces
  2. Dynamic Coherent Risk Measures
  3. Coherent allocation of risk capital
  4. Convex measures of risk and trading constraints (Finance and Stochastics)
  5. Expected shortfall and beyond
  6. Conditional and dynamic convex risk measures (Finance and Stochastics)
  7. COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
  8. AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
  9. Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes
  10. Risk Capital allocation by coherent risk measures based on one-sided moments

Their papers