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RISK BALANCING STRATEGIES IN THE FLORIDA DAIRY INDUSTRY: AN APPLICATION OF CONDITIONAL VALUE AT RISK

Zylstra, Michael J.; Kilmer, Richard L.; Uryasev, Stanislav - 2003

Legislation has prompted changes in milk price volatility. Milk price volatility impacts the producer's exposure to business risk which is compound by the firms financial risk. Financial risk is a function of the firms capital structure. In the short run it is difficult for the producer to...

Persistent link: https://www.econbiz.de/10009443416

Portfolio optimisation with drawdown constraints

Chekhlov, Alexei; Uryasev, Stanislav; Zabarankin, Michael - In: Asset and liability management tools, (pp. 253-268). 2003

Persistent link: https://www.econbiz.de/10002169368

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

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

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

Failure discrimination by semi-definite programming

Konno, Hiroshi; Gotoh, Jun-ya; Uryasev, Stanislav; … - In: Financial engineering, E-commerce and supply chain, (pp. 379-396). 2002

Persistent link: https://www.econbiz.de/10001747179

Regulatory impacts on credit portfolio management

Theiler, Ursula; Bugera, Vladimir; Revenko, Alla; … - In: Operations research proceedings 2002 : selected papers …, (pp. 335-340). 2003

Persistent link: https://www.econbiz.de/10001752031

Relaxation algorithms to find Nash equilibria with economic applications

Krawczyk, Jacek B.; Uryasev, Stanislav - In: Environmental modeling & assessment 5 (2000) 1, pp. 63-73

Persistent link: https://www.econbiz.de/10001451539

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

The [alpha]-reliable mean-excess regret model for stochastic facility location modeling

Chen, Gang; Daskin, Mark S.; Shen, Zuo-Jun Max; … - In: Naval research logistics : an international journal 53 (2006) 7, pp. 617-626

Persistent link: https://www.econbiz.de/10007278218