G. Lauprête
2004
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Whom G. Lauprête trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts G. Lauprête overall
Papers from G. Lauprête's perspective
Ordered by how strongly the researchers G. Lauprête trusts endorse each paper. Same corpus, a different order for every researcher.
- Coherent Risk Measures on General Probability Spaces
- Risk contributions and performance measurement
- Portfolio Selection
- Optimization of conditional value-at risk
- Nonparametric Estimation and Sensitivity Analysis of Expected Shortfall
- Stochastic dominance and expected utility: survey and analysis
- Expected shortfall and beyond
- Conditional Value-at-Risk for General Loss Distributions
- The Dual Theory of Choice under Risk
- Deviation Measures in Risk Analysis and Optimization
Their papers
- Shortfall as a risk measure: properties, optimization and applications (2004) — 296 citations