//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Risk management and optimizati...
Similar by person
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
15
Risk measure
15
Portfolio selection
14
Portfolio-Management
14
Theorie
12
Theory
12
Mathematical programming
10
Mathematische Optimierung
10
CVaR
6
Estimation
6
Estimation theory
6
Schätztheorie
6
Schätzung
6
CAPM
4
Measurement
4
Messung
4
Probability theory
4
Regression analysis
4
Regressionsanalyse
4
Risikomanagement
4
Risk management
4
Wahrscheinlichkeitsrechnung
4
Buffered probability of exceedance
3
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
conditional value-at-risk
3
Bank
2
Beta risk
2
Betafaktor
2
Credit risk
2
Derivat
2
Derivative
2
Drawdown
2
Financial crisis
2
Financial sector
2
Finanzkrise
2
Finanzsektor
2
Kreditrisiko
2
more ...
less ...
Online availability
All
Undetermined
8
Free
4
Type of publication
All
Article
31
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
32
Aufsatz im Buch
7
Book section
7
Collection of articles of several authors
3
Sammelwerk
3
Language
All
English
32
Author
All
Uryasev, Stan
30
Rockafellar, Ralph Tyrrell
6
Zabarankin, Michael
6
AitSahlia, Farid
2
Ding, Rui
2
Krokhmal, Pavlo
2
Kuzmenko, Viktor
2
Mafusalov, Alexander
2
Pavlikov, Konstantin
2
Ryabchenko, Valeriy
2
Shapiro, Alexander
2
Tsyurmasto, Peter
2
Vinel, Alexander
2
Boginski, Vladimir
1
Boyko, Nikita
1
Cabrera, Victor E.
1
Chekhlov, Alexei
1
Chun, So Yeon
1
Ergashev, Bakhodir
1
Fraisse, Clyde W.
1
Golodnikov, Alex
1
Guan, Yongpei
1
Huang, Wei-Qiang
1
Jeffcoat, David E.
1
Kalinchenko, Konstantin
1
Keçeci, Neslihan Fidan
1
Lane, Morton
1
Maritato, Kevin
1
Morenko, Yana
1
Murphy, Matthew
1
Ni, He
1
Pasiliao, Eduardo L.
1
Pertaia, Giorgi
1
Prokhorov, Artem
1
Rysz, Maciej
1
Sarykalin, Sergey
1
Sekeris, Evangelos
1
Serraino, Gaia
1
Shapiro, Alex
1
Theiler, Ursula A.
1
more ...
less ...
Published in...
All
Journal of banking & finance
5
European journal of operational research : EJOR
4
Journal of risk and financial management : JRFM
4
Journal of risk
3
Annals of operations research
1
Asia-Pacific financial markets
1
Central European journal of operations research
1
Computational Management Science : CMS
1
Finance and stochastics
1
INFORMS journal on computing : JOC
1
International journal of theoretical and applied finance
1
Journal of combinatorial optimization
1
Journal of risk finance : the convergence of financial products and insurance
1
Mathematics of operations research
1
Operations research
1
Operations research letters
1
Quantitative finance
1
The journal of computational finance
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
32
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On p-norm linear discrimination
Morenko, Yana
;
Vinel, Alexander
;
Yu, Zhaohan
;
Krokhmal, …
- In:
European journal of operational research : EJOR
231
(
2013
)
3
,
pp. 784-789
Persistent link: https://www.econbiz.de/10009787348
Saved in:
2
A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures
Rysz, Maciej
;
Vinel, Alexander
;
Krokhmal, Pavlo
; …
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
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
Risk-return optimization with different risk-aggregation strategies
Uryasev, Stan
;
Theiler, Ursula A.
;
Serraino, Gaia
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
2
,
pp. 129-146
Persistent link: https://www.econbiz.de/10003953347
Saved in:
5
Special issue on risk management and quantitative approaches in finance
AitSahlia, Farid
(
contributor
);
Uryasev, Stan
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003577304
Saved in:
6
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:
7
Financial prediction with constrained tail risk
Trindade, A. Alexandre
;
Uryasev, Stan
;
Shapiro, Alexander
; …
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3524-3538
Persistent link: https://www.econbiz.de/10003577519
Saved in:
8
Efficient execution in the secondary mortgage market : a stochastic optimization model using CVaR constraints
Wang, Chung-Jui
;
Uryasev, Stan
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10003572494
Saved in:
9
Pricing energy derivatives by linear programming : tolling agreement contracts
Ryabchenko, Valeriy
;
Uryasev, Stan
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 73-126
Persistent link: https://www.econbiz.de/10008989930
Saved in:
10
Robust multi-sensor scheduling for multi-site surveillance
Boyko, Nikita
;
Turko, Timofey
;
Boginski, Vladimir
; …
- In:
Journal of combinatorial optimization
22
(
2011
)
1
,
pp. 35-51
Persistent link: https://www.econbiz.de/10009156724
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->