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Deviation Measures in Risk Ana...
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European journal of operational research : EJOR
4
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4
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Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday
2
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ECONIS (ZBW)
17
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1
Master funds in portfolio analysis with general deviation measures
Rockafellar, R. Tyrrell
;
Uryasev, Stan
;
Zabarankin, Michael
- In:
Journal of Banking & Finance
30
(
2006
)
2
,
pp. 743-778
Persistent link: https://www.econbiz.de/10005213305
Saved in:
2
Distributional robustness, stochastic divergences, and the quadrangle of risk
Rockafellar, Ralph Tyrrell
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014636812
Saved in:
3
General economic equilibrium with financial markets and retainability
Jofré, Alejandro
;
Rockafellar, Ralph Tyrrell
;
Wets, …
- In:
Economic theory : official journal of the Society for …
63
(
2017
)
1
,
pp. 309-345
Persistent link: https://www.econbiz.de/10011723555
Saved in:
4
Superquantile/CVaR risk measures : second-order theory
Rockafellar, Ralph Tyrrell
;
Royset, Johannes O.
- In:
Risk management approaches in engineering applications
,
(pp. 3-28)
.
2018
Persistent link: https://www.econbiz.de/10011869984
Saved in:
5
Risk management and optimization in finance
Krokhmal, Pavlo
;
Rockafellar, R. Tyrrell
;
Uryasev, Stan
- In:
Journal of Banking & Finance
30
(
2006
)
2
,
pp. 315-315
Persistent link: https://www.econbiz.de/10005200982
Saved in:
6
Conditional value-at-risk for general loss distributions
Rockafellar, R. Tyrrell
;
Uryasev, Stanislav
- In:
Journal of Banking & Finance
26
(
2002
)
7
,
pp. 1443-1471
Persistent link: https://www.econbiz.de/10005213713
Saved in:
7
Equilibrium with investors using a diversity of deviation measures
Rockafellar, R. Tyrrell
;
Uryasev, Stan
;
Zabarankin, M.
- In:
Journal of Banking & Finance
31
(
2007
)
11
,
pp. 3251-3268
Persistent link: https://www.econbiz.de/10005213825
Saved in:
8
Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
Saved in:
9
Synergy effect of cooperative investment
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
Applied optimization and data mining : dedicated to Dr. …
,
(pp. 409-431)
.
2017
Persistent link: https://www.econbiz.de/10011616204
Saved in:
10
Direct data-based decision making under uncertainty
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
267
(
2018
)
1
,
pp. 200-211
Persistent link: https://www.econbiz.de/10011812399
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