Robust Risk Estimation is a formal methodology in statistical and machine learning contexts that characterizes uncertainty in risk assessment by ensuring stability and reliability of risk predictions under distributional perturbations or data outliers.
104
Publications
4.7K
Citations
217
Authors
142
Institutions
Publications per year
2017–2026
30
Parents
Publications
104
Robust risk measurement and model risk
Paul Glasserman, Xingbo Xu · Quantitative Finance · 2013 · 217 citations
Management, Finance, Risk Management +17
1–5 of 104
Authors
217
- SK
3
h-index
- CC
3
h-index
- XP
3
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- GS
2
h-index
- KN
2
h-index
1–5 of 217
Institutions
142
Columbia University
New York, United States
5 h-index
9 publications
1K citations
University of Milano-Bicocca
Milan, Italy
3 h-index
5 publications
117 citations
Swiss Finance Institute
Zurich, Switzerland
2 h-index
4 publications
126 citations
Pennsylvania State University
State College, United States
2 h-index
2 publications
65 citations
Seoul National University
Seoul, South Korea
2 h-index
3 publications
70 citations
Babson College
Wellesley, United States
2 h-index
2 publications
318 citations
Wageningen University & Research
Wageningen, The Netherlands
2 h-index
2 publications
57 citations
The University of Tokyo
Tokyo, Japan
2 h-index
4 publications
437 citations
1–8 of 142
Venues
- SSRN Electronic Journal
Repository · 9 publications · 188 citations
9
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- Insurance Mathematics and Economics
4 publications · 97 citations
4
h-index
- Operations Research
4 publications · 361 citations
4
h-index
- Quantitative Finance
3 publications · 279 citations
3
h-index
- European Journal of Operational Research
3 publications · 178 citations
3
h-index
1–5