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~person:"Uryasev, Stanislav"
~subject:"Athletes"
~subject:"Risk measure"
~subject:"Schätzung"
~subject:"Wahrscheinlichkeitsrechnung"
~type:"article"
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Uryasev, Stanislav
Uryasev, Stan
18
Rockafellar, Ralph Tyrrell
4
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Innovations in risk management : seminal papers from the Journal of Risk
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ECONIS (ZBW)
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1
Optimization of conditional value-at-risk
Rockafellar, R. Tyrrell
;
Uryasev, Stanislav
- In:
Innovations in risk management : seminal papers from …
,
(pp. 179-204)
.
2004
Persistent link: https://www.econbiz.de/10002600304
Saved in:
2
Conditional value-at-risk for general loss distributions
Rockafellar, Ralph Tyrrell
;
Uryasev, Stanislav
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10001688522
Saved in:
3
Algorithms for optimization of value-at-risk
Larsen, Nicklas
;
Mausser, Helmut
;
Uryasev, Stanislav
- In:
Financial engineering, E-commerce and supply chain
,
(pp. 19-46)
.
2002
Persistent link: https://www.econbiz.de/10001746916
Saved in:
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