Csaba I. Fábián
Management Science and Operations Research · 2011
A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 12 citations into it
- Finance — 8 citations into it
- Economics and Econometrics — 5 citations into it
Whom Csaba I. Fábián trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- R. Tyrrell Rockafellar
- Andrzej Ruszczynski
- Darinka Dentcheva †
- Stanislav Uryasev
- Terry Rockafellar
- Hans Föllmer
- Tyrrel R Rockafellar
- Peter P. Carr
- Alexander Shapiro
- Freddy Delbaen
Papers from Csaba I. Fábián's perspective
Ordered by how strongly the researchers Csaba I. Fábián trusts endorse each paper. Same corpus, a different order for every researcher.
- Coherent Risk Measures on General Probability Spaces
- Optimization of conditional value-at risk
- Conditional Value-at-Risk for General Loss Distributions
- Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
- Generalized deviations in risk analysis (Finance and Stochastics)
- Deviation Measures in Risk Analysis and Optimization
- Convex measures of risk and trading constraints (Finance and Stochastics)
- Rules for Ordering Uncertain Prospects
- Optimization of Convex Risk Functions (Mathematics of Operations Research)
- The Dual Theory of Choice under Risk
Their papers
- An enhanced model for portfolio choice with SSD criteria: a constructive approach (2011) — 60 citations