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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
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Derivatives and subderivatives of buffered probability of exceedance
Zhang, Tong; Uryasev, Stan; Guan, Yongpei - In: Operations research letters 47 (2019) 2, pp. 130-132
Persistent link: https://www.econbiz.de/10012003278
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Estimation of truncated data samples in operational risk modeling
Ergashev, Bakhodir; Pavlikov, Konstantin; Uryasev, Stan; … - In: The journal of risk and insurance : the journal of the … 83 (2016) 3, pp. 613-640
Persistent link: https://www.econbiz.de/10011561293
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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
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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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A new approach to credit ratings
Pertaia, Giorgi; Prokhorov, Artem; Uryasev, Stan - In: Journal of banking & finance 140 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
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Drawdown beta and portfolio optimization
Ding, Rui; Uryasev, Stan - In: Quantitative finance 22 (2022) 7, pp. 1265-1276
Persistent link: https://www.econbiz.de/10013367906
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The CoCVaR approach : systemic risk contribution measurement
Huang, Wei-Qiang; Uryasev, Stan - In: Journal of risk 20 (2017/2018) 4, pp. 75-93
Persistent link: https://www.econbiz.de/10011848936