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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
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001510446
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4
Buffered-ranking intervals for virtual profit efficiency analysis
Wang, Yongqiao
;
Ni, He
;
Uryasev, Stan
- In:
Central European journal of operations research
31
(
2023
)
4
,
pp. 1149-1181
Persistent link: https://www.econbiz.de/10014393024
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5
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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6
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
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7
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts
AitSahlia, Farid
;
Wang, Chung-jui
;
Cabrera, Victor E.
; …
-
2011
Persistent link: https://www.econbiz.de/10010218157
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8
Optimal structuring of collateralized debt obligation contracts : an optimization approach
Veremyer, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 133-155
Persistent link: https://www.econbiz.de/10009700459
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9
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
Saved in:
10
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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