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~isPartOf:"Innovations in risk management : seminal papers from the Journal of Risk"
~isPartOf:"European journal of operational research : EJOR"
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Uryasev, Stan
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Innovations in risk management : seminal papers from the Journal of Risk
European journal of operational research : EJOR
Journal of banking & finance
6
Journal of risk and financial management : JRFM
4
Annals of operations research
3
Journal of risk
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2003 Annual meeting, July 27-30, Montreal, Canada
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2004 Annual meeting, August 1-4, Denver, CO
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Applied optimization and data mining : dedicated to Dr. Panos Pardalos on the occasion of his 60th birthday
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
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Estimation and asymptotics for buffered probability of exceedance
Mafusalov, Alexander
;
Shapiro, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
270
(
2018
)
3
,
pp. 826-836
Persistent link: https://www.econbiz.de/10011882603
Saved in:
2
CVaR (superquantile) norm : stochastic case
Mafusalov, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 200-208
Persistent link: https://www.econbiz.de/10011435796
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
Saved in:
4
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:
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