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ECONIS (ZBW)
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1
Risk management and optimization in finance
Krokhmal, Pavlo
;
Rockafellar, R. Tyrrell
;
Uryasev, Stan
- In:
Journal of Banking & Finance
30
(
2006
)
2
,
pp. 315-315
Persistent link: https://www.econbiz.de/10005200982
Saved in:
2
Master funds in portfolio analysis with general deviation measures
Rockafellar, R.Tyrrell
;
Uryasev, Stan
;
Zabarankin, Michael
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 743-778
Persistent link: https://www.econbiz.de/10005878618
Saved in:
3
Generalized deviations in risk analysis
Rockafellar, R.Tyrrell
;
Uryasev, Stan
;
Zabarankin, Michael
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 51-74
Persistent link: https://www.econbiz.de/10008222877
Saved in:
4
Equilibrium with investors using a diversity of deviation measures
Rockafellar, R.Tyrrell
;
Uryasev, Stan
;
Zabarankin, M.
- In:
Journal of banking & finance
31
(
2007
)
11
,
pp. 3251-3268
Persistent link: https://www.econbiz.de/10007869927
Saved in:
5
Risk Tuning with Generalized Linear Regression
Rockafellar, R.Tyrrell
;
Uryasev, Stan
;
Zabarankin, Michael
- In:
Mathematics of operations research
33
(
2008
)
3
,
pp. 712-729
Persistent link: https://www.econbiz.de/10008096201
Saved in:
6
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:
7
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:
8
Identifying risk-averse low-diameter clusters in graphs with stochastic vertex weights
Rysz, Maciej
;
Mahdavi Pajouh, Foad
;
Krokhmal, Pavlo
; …
- In:
Risk management approaches in engineering applications
,
(pp. 89-108)
.
2018
Persistent link: https://www.econbiz.de/10011870000
Saved in:
9
A sample-path approach to optimal position liquidation
Krokhmal, Pavlo
;
Uryasev, Stanislav
-
2007
Persistent link: https://www.econbiz.de/10008221996
Saved in:
10
Tax Basis and Nonlinearity in Cash Stream Valuation
Dermody, Jaime Cuevas
;
Rockafellar, R.Tyrrell
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 97-120
Persistent link: https://www.econbiz.de/10008223671
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