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

Whom P. Hildebrandt trusts overall

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

  1. Thierry Post
  2. Haim Levy
  3. M. Insley
  4. Dimitris J. Bertsimas
  5. Thomas Knoke

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.

  1. Portfolio Selection
  2. Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
  3. Interior-point polynomial algorithms in convex programming
  4. Regression Shrinkage and Selection via the Lasso
  5. Adjustable robust solutions of uncertain linear programs (Mathematical programming)
  6. A Robust Optimization Approach to Inventory Theory (Operational Research)
  7. Scenario Approximations of Chance Constraints
  8. Robust Dynamic Programming
  9. Decisions with Multiple Objectives: Preferences and Value Trade-Offs
  10. Risk Aversion and Incentive Effects

Their papers