Eutichia Vaggelatou

2004

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Eutichia Vaggelatou trusts overall

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

1. Alfred Müller

Who trusts Eutichia Vaggelatou overall

1. Ludger Rüschendorf
2. Xuejun Wang
3. Michel Denuit

Papers from Eutichia Vaggelatou's perspective

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

1. The Use of Archimedean Copulas to Model Portfolio Allocations
2. On law invariant coherent risk measures
3. Stochastic Orders and Risk Measures: Consistency and Bounds
4. Coherent Risk Measures on General Probability Spaces
5. Convex measures of risk and trading constraints (Finance and Stochastics)
6. Stochastic Ordering of Multivariate Normal Distributions
7. Using copulae to bound the Value-at-Risk for functions of dependent risks (Finance and Stochastics)
8. An Introduction to Copulas
9. Generalized deviations in risk analysis (Finance and Stochastics)
10. Making and Evaluating Point Forecasts

Their papers

• A connection between supermodular ordering and positive/negative association (2004) — 157 citations