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~person:"Rockafellar, Ralph Tyrrell"
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Rockafellar, Ralph Tyrrell
Uryasev, Stan
37
Uryasev, Stanislav P.
17
Zabarankin, Michael
14
Rockafellar, R. Tyrrell
8
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Computational Management Science : CMS
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Finance and stochastics
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Journal of banking & finance
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Mathematics of operations research
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ECONIS (ZBW)
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Calibrating probability distributions with convex-concave-convex functions : application to CDO pricing
Veremyev, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
; …
- In:
Computational Management Science : CMS
11
(
2014
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
Saved in:
2
Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation
Kalinchenko, Konstantin
;
Uryasev, Stan
;
Rockafellar, …
- In:
Journal of risk
15
(
2012/13
)
1
,
pp. 45-70
Persistent link: https://www.econbiz.de/10009657965
Saved in:
3
Risk tuning with generalized linear regression
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Mathematics of operations research
33
(
2008
)
3
,
pp. 712-729
Persistent link: https://www.econbiz.de/10003766321
Saved in:
4
Equilibrium with investors using a diversity of deviation measures
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3251-3268
Persistent link: https://www.econbiz.de/10003577312
Saved in:
5
Generalized deviations in risk analysis
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10003234949
Saved in:
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