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644 authors found
quering by "Coherent risk measure"
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the first 25
sort by ONE Index.
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910
One Index
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Cheridito, Patrick PhD 0000-0001-9074-7295 |
125 docs (2001 - 2023)
Volatility Modeling , Representation (politics) , Option Pricing , Convex Optimization , Robust Optimization |
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907
One Index
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Ziegel, Johanna PhD 0000-0002-5916-9746 |
141 docs (2010 - 2024)
Quantile , Conditional Value-at-Risk , Coherent Risk Measures , Probabilistic Forecasting , Isotonic regression |
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903
One Index
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Shapiro, Alexander PhD 0000-0002-4776-0053 |
320 docs (1965 - 2024)
Robust Optimization , Stochastic Programming , Convex Optimization , Optimization , Portfolio Optimization |
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898
One Index
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P. A. L. Embrechts PhD |
304 docs (1978 - 2024)
Risk Management , Content (measure theory) , Quantile , Insurance , Volatility Modeling |
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897
One Index
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Wang, Ruodu PhD 0000-0003-3849-4555 |
280 docs (2009 - 2024)
Coherent Risk Measures , Conditional Value-at-Risk , Quantile , Convex Optimization , Coherent risk measure |
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894
One Index
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Delage, Erick PhD 0000-0002-6740-3600 |
112 docs (2003 - 2024)
Robust Optimization , Portfolio Optimization , Convex Optimization , Uncertain Data , Stochastic Programming |
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894
One Index
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Delbaen, Freddy PhD 0000-0003-2422-1433 |
207 docs (1969 - 2024)
Coherent Risk Measures , Volatility Modeling , Mathematical finance , Sequence (biology) , Option Pricing |
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880
One Index
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Dowd, Kevin PhD 0000-0002-6298-1612 |
426 docs (1982 - 2024)
Mortality Forecasting , Banking , Value (mathematics) , Longevity Risk , Cohort Analysis |
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869
One Index
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Cohen, Samuel PhD 0000-0003-0539-6414 |
200 docs (2008 - 2024)
Volatility Modeling , Continuous-time Markov chain , Option Pricing , Representation (politics) , Stochastic control |
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864
One Index
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Tang, Qihe PhD 0000-0002-5985-8939 |
143 docs (2000 - 2024)
Heavy-Tailed Distributions , Ruin Probability , Ruin theory , Sequence (biology) , Coherent Risk Measures |
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860
One Index
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Backhoff Veraguas, Julio Daniel PhD 0000-0002-8521-9196 |
86 docs (2014 - 2024)
Optimal Transport , Semimartingale , Robust Optimization , Convex Optimization , Stochastic control |
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857
One Index
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Schied, Alexander PhD 0000-0003-0296-7701 |
228 docs (1996 - 2024)
Volatility Modeling , Asset Pricing , Portfolio Optimization , Robust Optimization , Robustness (evolution) |
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854
One Index
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Bernard, Carole PhD 0000-0002-3996-9260 |
236 docs (2000 - 2024)
Option Pricing , Portfolio Optimization , Volatility Modeling , Insurance , Robust Optimization |
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851
One Index
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Dentcheva, Darinka PhD 0000-0002-5668-4996 |
123 docs (1995 - 2024)
Robust Optimization , Stochastic dominance , Convex Optimization , Portfolio Optimization , Stochastic Programming |
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848
One Index
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Yang, Fan PhD 0000-0003-3107-8479 |
129 docs (2001 - 2024)
Asset Pricing , Value (mathematics) , Equity (law) , Complexity in Projects , Stock (firearms) |
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848
One Index
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Asimit, Vali PhD 0000-0002-7706-0066 |
75 docs (2006 - 2023)
Portfolio Optimization , Robust Optimization , Reinsurance , Insurance , Multivariate Analysis |
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846
One Index
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Brigo, Damiano PhD 0000-0003-1636-8654 |
431 docs (1995 - 2024)
Volatility Modeling , Credit Spread Changes , Credit Default Swaps , Counterparty , Option Pricing |
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841
One Index
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Han, Xia PhD |
25 docs (2018 - 2023)
Reinsurance , Drawdown (hydrology) , Insurance , Value (mathematics) , Investment (military) |
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839
One Index
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Tangpi, Ludovic PhD 0000-0003-3830-1418 |
104 docs (2013 - 2024)
Convex Optimization , Duality (order theory) , Representation (politics) , Volatility Modeling , Robust Optimization |
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837
One Index
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Weber, Stefan PhD 0000-0001-7770-5672 |
84 docs (2002 - 2024)
Coherent Risk Measures , Portfolio Optimization , Volatility Modeling , Downside risk , Robust Optimization |
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837
One Index
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Rüschendorf, Ludger PhD 0000-0003-1420-2829 |
356 docs (1974 - 2024)
Portfolio Optimization , Conditional Value-at-Risk , Volatility Modeling , Convex Optimization , Robust Optimization |
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837
One Index
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Madan, Dilip PhD 0000-0002-0033-9077 |
525 docs (1975 - 2024)
Volatility Modeling , Option Pricing , Asset Pricing , Realized Volatility , Conic section |
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834
One Index
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Follmer, Hans PhD |
131 docs (1972 - 2023)
Volatility Modeling , Coherent Risk Measures , Mathematical finance , Convex Optimization , Option Pricing |
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829
One Index
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Feinstein, Zachary PhD 0000-0002-6733-5724 |
146 docs (2007 - 2024)
Clearing , Asset Pricing , Time consistency , Coherent Risk Measures , Conditional Value-at-Risk |
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829
One Index
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Pauline M. Barrieu PhD |
89 docs (2001 - 2021)
Portfolio Optimization , Hedge , Volatility Modeling , Robust Optimization , Reinsurance |
