S. Alexander
with Coleman · 2006
A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Whom S. Alexander trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts S. Alexander overall
Papers from S. Alexander's perspective
Ordered by how strongly the researchers S. Alexander trusts endorse each paper. Same corpus, a different order for every researcher.
- Conditional Value-at-Risk for General Loss Distributions
- Dual stochastic dominance and quantile risk measures
- Linear Programming and Extensions
- Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
- Optimization of conditional value-at risk
- The Dual Theory of Choice under Risk
- Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)
- Portfolio Selection
- Coherent Risk Measures on General Probability Spaces
- Generalized deviations in risk analysis (Finance and Stochastics)
Their papers
- Minimizing CVaR and VaR for a portfolio of derivatives (2006) — 273 citations