Christopher Barnett

2003

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Christopher Barnett trusts overall

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

  1. Lloyd S. Shapley

Who trusts Christopher Barnett overall

  1. Edward Furman
  2. Ricardas Zitikis

Papers from Christopher Barnett's perspective

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

  1. Coherent Risk Measures on General Probability Spaces
  2. Risk contributions and performance measurement
  3. Convex measures of risk and trading constraints (Finance and Stochastics)
  4. AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
  5. Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk
  6. Using copulae to bound the Value-at-Risk for functions of dependent risks (Finance and Stochastics)
  7. Shortfall as a risk measure: properties, optimization and applications
  8. Applying importance sampling for estimating coherent credit risk contributions
  9. On law invariant coherent risk measures
  10. Measuring Marginal Risk Contributions in Credit Portfolios

Their papers