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Uryasev, Stan
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Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
3
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1
Generalized deviations in risk analysis
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10003234949
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2
Calibrating probability distributions with convex-concave-convex functions : application to CDO pricing
Veremyev, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
; …
- In:
Computational Management Science : CMS
11
(
2014
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
Saved in:
3
Capital asset pricing model (CAPM) with drawdown measure
Zabarankin, Michael
;
Pavlikov, Konstantin
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 491-498
Persistent link: https://www.econbiz.de/10010356712
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4
Convex analysis
Rockafellar, Ralph Tyrrell
-
1970
Persistent link: https://www.econbiz.de/10000832920
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5
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:
6
A time-embedded approach to economic equilibrium with incomplete financial markets
Jofré, Alejandro
;
Rockafellar, Ralph Tyrrell
;
Wets, …
- In:
Advances in mathematical economics
14
(
2011
),
pp. 183-196
Persistent link: https://www.econbiz.de/10008798043
Saved in:
7
Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk
Rockafellar, Ralph Tyrrell
;
Royst, Johannes O.
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
1
,
pp. 140-154
Persistent link: https://www.econbiz.de/10010247347
Saved in:
8
Full stability in finite-dimensional optimization
Mordukhovich, B. S.
;
Nghia, T. T. A.
;
Rockafellar, …
- In:
Mathematics of operations research
40
(
2015
)
1
,
pp. 226-252
Persistent link: https://www.econbiz.de/10010497623
Saved in:
9
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:
10
Automatic step sizes for the fortified descent algorithms in monotropic programming
Rockafellar, Ralph Tyrrell
- In:
Mathematical programming : proceedings of the …
,
(pp. 337-346)
.
1984
Persistent link: https://www.econbiz.de/10001256829
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