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~type_genre:"Article in journal"
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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
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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
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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
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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
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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
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