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Special issue on risk management and quantitative approaches in finance
AitSahlia, Farid (contributor); Uryasev, Stan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003577304
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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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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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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
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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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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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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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Calibrating risk preferences with the generalized capital asset pricing model based on mixed conditional value-at-risk deviation
Kalinchenko, Konstantin; Uryasev, Stan; Rockafellar, … - In: Journal of risk 15 (2012/13) 1, pp. 45-70
Persistent link: https://www.econbiz.de/10009657965
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Conditional value-at-risk and average value-at-risk : estimation and asymptotics
Chun, So Yeon; Shapiro, Alex; Uryasev, Stan - In: Operations research 60 (2012) 4, pp. 739-756
Persistent link: https://www.econbiz.de/10009627501
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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