Rose-Anne Dana
Management Science and Operations Research · 2000–2006
A researcher in the Science corpus: 6 papers; trusts 7 researchers and is trusted by 22 researchers here, as inferred from the citation graph.
Subfields
- Management Science and Operations Research — 15 citations into it; #1,451 of 11,946 by trust here, #2,603 by citations
- Economics and Econometrics — 11 citations into it; #6,776 of 23,481 by trust here, #10,609 by citations
- Finance — 11 citations into it; #10,381 of 10,518 by trust here, #9,725 by citations
- Computational Theory and Mathematics — 5 citations into it
Whom Rose-Anne Dana trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Alexander Schied
- Guillaume Carlier
- S. Kusuoka
- Freddy Delbaen
- François Bourguignon
- Marco Frittelli
- Johannes Leitner
- Hans Föllmer
- Emanuela Rosazza Gianin
Who trusts Rose-Anne Dana overall
- Alexander Schied
- Rüschendorf Ludger
- Ken Seng Tan
- J. Ziegel
- Zuo Quan Xu
- Fabio Maccheroni
- Burgert Christian
- Simone Cerreia-Vioglio
- Guillaume Carlier
- Xun Yu Zhou
Papers from Rose-Anne Dana's perspective
Ordered by how strongly the researchers Rose-Anne Dana trusts endorse each paper. Same corpus, a different order for every researcher.
- On law invariant coherent risk measures
- Coherent Risk Measures on General Probability Spaces
- Duality and existence for a class of mass transportation problems and economic applications
- On the Measurement of Inequality
- Equivalent Comparisons of Experiments
- Controlled Markov processes and viscosity solutions
- Convex analysis and variational problems
- Convex measures of risk and trading constraints (Finance and Stochastics)
- Utility maximization in incomplete markets
- Dynamic Coherent Risk Measures
Their papers
- Rearrangement inequalities in non-convex insurance models (2005) — 70 citations
- A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS (2005) — 137 citations
- Financial Markets in Continuous Time (2003) — 116 citations
- Pareto efficient insurance contracts when the insurer's cost function is discontinuous (2003) — 77 citations
- Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints (2006) — 48 citations
- Optimal risk-sharing rules and equilibria with Choquet-expected-utility (2000) — 177 citations