Concepedia

Conditional Risk Estimation

Conditional Risk Estimation is a risk estimation methodology that quantifies the probability of an adverse event given a specific set of observed conditions or covariates, thereby differentiating itself from unconditional approaches by explicitly incorporating contextual dependencies into the risk assessment.

141

Publications

11K

Citations

594

Authors

266

Institutions

Publications per year

2017–2026

38

Parents

Publications

141

Predicting returns in the stock and bond markets

Donald B. Keim, Robert F. Stambaugh · Journal of Financial Economics · 1986 · 1.8K citations · Full text

, , +17

The World Price of Covariance Risk

Campbell R. Harvey · The Journal of Finance · 1991 · 1.1K citations · Full text

, , +17

The Epidemiology of Trauma, PTSD, and Other Posttrauma Disorders

Naomi Breslau · Trauma Violence & Abuse · 2009 · 799 citations

, , +15

Operating Characteristics and Extensions of the False Discovery Rate Procedure

Christopher R. Genovese, Larry Wasserman · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2002 · 577 citations · Full text

, , +14

Vulnerability to assaultive violence: further specification of the sex difference in post-traumatic stress disorder

Naomi Breslau, Howard D. Chilcoat, Ronald C. Kessler et al. · Psychological Medicine · 1999 · 431 citations

, , +11

1–5 of 141

Authors

594

  1. MD
    Michel Denuit

    UCLouvain, Belgium

    3 publications · 105 citations

    3

    h-index

  2. AS
    Alexander Shapiro

    Georgia Institute of Technology, United States

    3 publications · 87 citations

    3

    h-index

  3. WD
    W. Dana Flanders

    Emory University, United States

    3 publications · 96 citations

    3

    h-index

  4. MH
    Matthias Heinkenschloss

    Rice University, United States

    2 publications · 48 citations

    2

    h-index

  5. PL
    Percy Liang

    Stanford University, United States

    2 publications · 25 citations

    2

    h-index

1–5 of 594

Institutions

266

  1. Stanford University

    Stanford, United States

    6 h-index

    10 publications

    813 citations

  2. Harvard University

    Cambridge, United States

    6 h-index

    11 publications

    2.4K citations

  3. University of Toronto

    Toronto, Canada

    5 h-index

    10 publications

    637 citations

  4. Georgia Institute of Technology

    Atlanta, United States

    3 h-index

    3 publications

    87 citations

  5. Federal Reserve Bank of Cleveland

    Cleveland, United States

    3 h-index

    3 publications

    1.5K citations

  6. University of Amsterdam

    Amsterdam, The Netherlands

    3 h-index

    3 publications

    321 citations

  7. Purdue University West Lafayette

    West Lafayette, United States

    3 h-index

    4 publications

    129 citations

  8. Emory University

    Atlanta, United States

    3 h-index

    4 publications

    160 citations

1–8 of 266

Venues

  1. SSRN Electronic Journal

    Repository · 5 publications · 126 citations

    5

    h-index

  2. arXiv (Cornell University)

    Repository · 5 publications · 161 citations

    5

    h-index

  3. Insurance Mathematics and Economics

    5 publications · 176 citations

    5

    h-index

  4. Operations Research Letters

    3 publications · 109 citations

    3

    h-index

  5. SIAM Journal on Optimization

    3 publications · 61 citations

    3

    h-index

1–5