P. Hildebrandt
Economics and Econometrics · 2011
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 18 citations into it
- Finance — 12 citations into it
- Management Science and Operations Research — 12 citations into it
- Global and Planetary Change — 9 citations into it
Whom P. Hildebrandt trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from P. Hildebrandt's perspective
Ordered by how strongly the researchers P. Hildebrandt trusts endorse each paper. Same corpus, a different order for every researcher.
- Portfolio Selection
- Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
- Interior-point polynomial algorithms in convex programming
- Regression Shrinkage and Selection via the Lasso
- Adjustable robust solutions of uncertain linear programs (Mathematical programming)
- A Robust Optimization Approach to Inventory Theory (Operational Research)
- Scenario Approximations of Chance Constraints
- Robust Dynamic Programming
- Decisions with Multiple Objectives: Preferences and Value Trade-Offs
- Risk Aversion and Incentive Effects
Their papers
- Investment decisions under uncertainty—A methodological review on forest science studies (2011) — 155 citations