Zinoviy Landsman - Concepedia

Author

Zinoviy Landsman

University of Haifa ORCID

Also Known As

Landsman, Z., Landsman, Zinoviy, Z. Landsman, Z. M. Landsman, Zinoviy Landsman, Zinoviy M. Landsman

139

Publications

2.4K

Citations

H-Index

Concepts

All Affiliations

University of Haifa Carmel (Israel)UNSW Sydney York University Ben-Gurion University of the Negev

About

Zinoviy Landsman is an author at University of Haifa specializing in engineering, statistics, and finance.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	19	27	1.1K
2	Business	15	21	887
3	Management	15	19	1.2K
4	Accounting	4	4	268
5	Data Science	2	2	23

Zinoviy Landsman

Publications

2.2K

Citations

H-Index

Page 1

	Year	Citations
Tail Conditional Expectations for Elliptical Distributions Zinoviy Landsman, Emiliano A. Valdez North American Actuarial Journal EngineeringFinancial Risk ManagementRisk MetricRisk AnalysisTail Risk	2003	390
Tail Variance Premium with Applications for Elliptical Portfolio of Risks Edward Furman, Zinoviy Landsman Astin Bulletin Tail Variance PremiumFinancial Risk ManagementRisk MetricPortfolio ManagementTail Risk	2006	108
Tail Variance Premium with Applications for Elliptical Portfolio of Risks Edward Furman, Zinoviy Landsman Astin Bulletin Tail Variance PremiumFinancial Risk ManagementRisk MetricPortfolio ManagementTail Risk	2006	107
Risk capital decomposition for a multivariate dependent gamma portfolio Edward Furman, Zinoviy Landsman Insurance Mathematics and Economics Portfolio OptimizationAsset PricingRisk Capital DecompositionRisk ManagementManagement	2005	102
Some results on the CTE-based capital allocation rule Jan Dhaene, Luc Henrard, Zinoviy Landsman, Insurance Mathematics and Economics Mathematical ProgrammingEconomicsBusinessEconomic AnalysisAsset Allocation	2007	86
Mean Location and Sample Mean Location on Manifolds: Asymptotics, Tests, Confidence Regions Harrie Hendriks, Zinoviy Landsman Journal of Multivariate Analysis EngineeringMean LocationConfidence RegionsSpatial Statistical AnalysisGeography	1998	78
Tail Conditional Expectations for Exponential Dispersion Models Zinoviy Landsman, Emiliano A. Valdez Astin Bulletin Financial Risk ManagementRisk MetricTail RiskDispersionMathematical Statistic	2005	71
Stein's Lemma for elliptical random vectors Zinoviy Landsman, Johanna Nešlehová Journal of Multivariate Analysis EngineeringPotential TheoryElliptical Random VectorsProbability TheoryStochastic Geometry	2007	70
On the Tail Mean–Variance optimal portfolio selection Zinoviy Landsman Insurance Mathematics and Economics Portfolio OptimizationFinancial EconomicsAsset PricingPortfolio SelectionManagement	2010	65
Multivariate Pareto portfolios: TCE-based capital allocation and divided differences Arthur Chiragiev, Zinoviy Landsman Scandinavian Actuarial Journal	2007	61

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