Spiridon I. Penev

Management Science and Operations Research · 2015–2017

A researcher in the Science corpus: 2 papers; trusts 15 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Spiridon I. Penev trusts overall

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

  1. Werner Römisch
  2. B. Jones
  3. Pavlo A. Krokhmal
  4. G'abor J. Sz'ekely
  5. R. Tyrrell Rockafellar
  6. Ricardas Zitikis
  7. Alexander Shapiro
  8. Georg Ch. Pflug
  9. Marco Frittelli
  10. Maria L. Rizzo

Papers from Spiridon I. Penev's perspective

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

  1. Convex measures of risk and trading constraints (Finance and Stochastics)
  2. Conditional Value-at-Risk for General Loss Distributions
  3. Generalized deviations in risk analysis (Finance and Stochastics)
  4. Portfolio Selection
  5. Stability of Stochastic Programming Problems
  6. Stochastic finance. an introduction in discrete time
  7. On law invariant coherent risk measures
  8. Optimization of Convex Risk Functions (Mathematics of Operations Research)
  9. Higher moment coherent risk measures
  10. Measuring and testing dependence by correlation of distances

Their papers