Helmut E. Mausser

Finance · 2000–2002

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Helmut E. Mausser trusts overall

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

  1. Stanislav Uryasev
  2. R. Tyrrell Rockafellar
  3. John A. Nelder
  4. Fredrik Andersson

Who trusts Helmut E. Mausser overall

  1. Sergey Sarykalin
  2. Rabih A. Jabr
  3. R. Tyrrell Rockafellar
  4. Pavlo A. Krokhmal
  5. Stanislav Uryasev
  6. Shushang Zhu
  7. Nicklas Larsen
  8. Michal Kaut

Papers from Helmut E. Mausser's perspective

Ordered by how strongly the researchers Helmut E. Mausser trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Optimization of conditional value-at risk
  2. Risk contributions and performance measurement
  3. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
  4. Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
  5. Introduction to Stochastic Programming
  6. Optimal Portfolios with Bounded Capital at Risk
  7. Sensitivity Analysis of Values at Risk
  8. A Simplex Method for Function Minimization
  9. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  10. Coherent Risk Measures on General Probability Spaces

Their papers