Elmira Popova

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Elmira Popova trusts overall

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

  1. R. Tyrrell Rockafellar
  2. Stanislav Uryasev

Papers from Elmira Popova's perspective

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

  1. Conditional Value-at-Risk for General Loss Distributions
  2. Expected Shortfall: a natural coherent alternative to Value at Risk
  3. Optimization of conditional value-at risk
  4. Coherent Risk Measures on General Probability Spaces
  5. Risk contributions and performance measurement
  6. Generalized deviations in risk analysis (Finance and Stochastics)
  7. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  8. The Dual Theory of Choice under Risk
  9. Financial prediction with constrained tail risk
  10. Dual Stochastic Dominance and Related Mean-Risk Models (SIAM Journal on Optimization)

Their papers