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Highly Cited

2011

Highly Cited

2011

Determinantal point processes (DPPs) have recently been proposed as models for set selection problems where diversity is… Expand

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Highly Cited

2006

Highly Cited

2006

We develop a multi-element generalized polynomial chaos (ME-gPC) method for arbitrary probability measures and apply it to solve… Expand

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Highly Cited

2004

Highly Cited

2004

This book offers a mathematical introduction to non-life insurance and, at the same time, to a multitude of applied stochastic… Expand

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Highly Cited

2002

Highly Cited

2002

New Kato classes are introduced for general transient Borel right processes, for which gauge and conditional gauge theorems hold… Expand

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Highly Cited

2002

Highly Cited

2002

Traditional methods of testing the Capital Asset Pricing Model (CAPM) do so at the mean of the conditional distribution. Instead… Expand

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Highly Cited

1999

Highly Cited

1999

This paper discusses how price stability can be de
ned and how price stability can be maintained in practice. Some lessons for… Expand

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Highly Cited

1998

Highly Cited

1998

One of the benefits of belief networks and influence diagrams is that so much knowledge is captured in the graphical structure… Expand

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Highly Cited

1996

Highly Cited

1996

Most empirical studies of the static CAPM assume that betas remain constant over time and that the return on the value-weighted… Expand

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Highly Cited

1990

Highly Cited

1990

Abstract Parametric empirical Bayes (EB) methods of point estimation date to the landmark paper by James and Stein (1961… Expand

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Highly Cited

1988

Highly Cited

1988

Asset pricing relations are developed for a vector of assets with a time varying covariance structure. Assuming that the… Expand

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