Thomas M. Idzorek

with Xiong · 2011

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

Whom Thomas M. Idzorek trusts

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

  1. Svetlozar T. Rachev (in Applied Mathematics)

Papers from Thomas M. Idzorek's perspective

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

  1. Handbook of heavy tailed distributions in finance
  2. Portfolio Selection
  3. The Pricing of Options and Corporate Liabilities
  4. Optimization of conditional value-at risk
  5. Generalized autoregressive conditional heteroskedasticity
  6. The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
  7. The distribution of realized stock return volatility
  8. The economic nature of the firm: From Risk, Uncertainty, and Profit
  9. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
  10. Asymmetric Correlations of Equity Portfolios

Their papers