Silvana M. Pesenti

Management Science and Operations Research · 2022

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 Silvana M. Pesenti trusts overall

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

  1. C. Acerbi
  2. Cédric Villani

Papers from Silvana M. Pesenti's perspective

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

  1. On law invariant coherent risk measures
  2. Optimal Transport: Old and New
  3. Spectral measures of risk: A coherent representation of subjective risk aversion
  4. ‘Combining Probability Distributions from Experts in Risk Analysis’ (Risk Analysis)
  5. Statistical inference under order restrictions : the theory and application of isotonic regression
  6. Analytical Bounds for two Value-at-Risk Functionals (ASTIN Bulletin: The Journal of the International Actuarial Association)
  7. Remarks on quantiles and distortion risk measures
  8. Coherent Risk Measures on General Probability Spaces
  9. Convex measures of risk and trading constraints (Finance and Stochastics)
  10. Optimization of conditional value-at risk

Their papers