Quasiconvex risk statistics with scenario analysis

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Cite
Tian, Dejian, and Long Jiang. “Quasiconvex Risk Statistics With Scenario Analysis”. Mathematics and Financial Economics, vol. 9, no. 2, 2014, pp. 111-2, https://doi.org/10.1007/s11579-014-0136-y.
Tian, D., & Jiang, L. (2014). Quasiconvex risk statistics with scenario analysis. Mathematics and Financial Economics, 9(2), 111-121. https://doi.org/10.1007/s11579-014-0136-y
Tian D, Jiang L. Quasiconvex risk statistics with scenario analysis. Mathematics and Financial Economics. 2014;9(2):111-2.
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Mathematics
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Refrences
Title Journal Journal Categories Citations Publication Date
10.1142/S0219024911006309 2011
External Risk Measures and Basel Accords

 Mathematics of Operations Research
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 132 2013
A note on convex risk statistic Operations Research Letters
  • Technology: Manufactures: Production management. Operations management
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 10 2012
10.1137/09078033X 2011
Risk measures on the space of infinite sequences Mathematics and Financial Economics
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 6 2010
Refrences Analysis
Category Category Repetition
Science: Mathematics4
Technology: Engineering (General). Civil engineering (General)4
Technology: Manufactures: Production management. Operations management3
Social Sciences: Economic theory. Demography: Economics as a science2
Social Sciences: Finance1
Social Sciences: Statistics1
Social Sciences: Commerce: Business1
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods1
The category Science: Mathematics 4 is the most frequently represented among the references in this article. It primarily includes studies from Operations Research Letters The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity Communications in Statistics - Theory and Methods
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2022
Regulator-Based Risk Statistics with Scenario Analysis

 Mathematical Problems in Engineering
  • Technology: Engineering (General). Civil engineering (General)
  • Science: Mathematics
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Technology: Engineering (General). Civil engineering (General)
 2021
Complex Risk Statistics with Scenario Analysis

 Complexity
  • Science: Mathematics: Instruments and machines: Electronic computers. Computer science
  • Science: Mathematics
  • Science: Science (General)
  • Science: Mathematics
 2021
Multivariate shortfall risk statistics with scenario analysis Communications in Statistics - Theory and Methods
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2020
Regulator-Based Risk Statistics for Portfolios

 Discrete Dynamics in Nature and Society
  • Science: Mathematics
  • Science: Mathematics
  • Science: Science (General)
 2 2020
Citations Analysis
Category Category Repetition
Science: Mathematics9
Science: Mathematics: Probabilities. Mathematical statistics6
Science: Science (General)2
Science: Astronomy: Astrophysics1
Science: Physics1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science1
Social Sciences: Economic theory. Demography: Economics as a science1
Social Sciences: Statistics1
Social Sciences: Commerce: Business1
Technology: Engineering (General). Civil engineering (General)1
The category Science: Mathematics 9 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Set-valued risk statistics with scenario analysis and was published in 2017. The most recent citation comes from a 2022 study titled Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity. This article reached its peak citation in 2019, with 3 citations. It has been cited in 8 different journals, 37% of which are open access. Among related journals, the Communications in Statistics - Theory and Methods cited this research the most, with 4 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year