Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Ergashev, Bakhodir"
~person:"Wang, Chung-Jui"
~person:"Zabarankin, Michael"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Risk management and optimizati...
Similar by person
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Portfolio selection
5
Portfolio-Management
5
Risikomaß
4
Risk measure
4
Asset beta
2
CAPM
2
Capital asset pricing model (CAPM)
2
Conditional drawdown-at-risk (CDaR)
2
Drawdown
2
Estimation
2
Estimation theory
2
Portfolio theory
2
Risk management
2
Schätztheorie
2
Schätzung
2
Theorie
2
Theory
2
Actuarial mathematics
1
Beta risk
1
Betafaktor
1
Derivat
1
Derivative
1
Hypothek
1
Immobilienfinanzierung
1
Mathematical programming
1
Mathematische Optimierung
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Measurement
1
Messung
1
Mortgage
1
Operational risk
1
Operationelles Risiko
1
Real estate finance
1
Regression analysis
1
Regressionsanalyse
1
Risiko
1
Risikomanagement
1
Risk
1
USA
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
16
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Undetermined
8
Author
All
Ergashev, Bakhodir
Wang, Chung-Jui
Zabarankin, Michael
Uryasev, Stan
67
Rockafellar, R.Tyrrell
9
Rockafellar, Ralph Tyrrell
6
Shapiro, Alexander
6
Krokhmal, Pavlo
5
Kuzmenko, Viktor
5
Pavlikov, Konstantin
5
Ryabchenko, Valeriy
5
Serraino, Gaia
5
Theiler, Ursula A.
5
Tsyurmasto, Peter
4
Zrazhevsky, Grigory
4
AitSahlia, Farid
3
Chun, So Yeon
3
Ding, Rui
3
Keçeci, Neslihan Fidan
3
Rockafellar, R. Tyrrell
3
Cabrera, Victor E.
2
Fraisse, Clyde W.
2
Golodnikov, Alex
2
Gotoh, Jun-ya
2
Kalinchenko, Konstantin
2
Lane, Morton
2
Mafusalov, Alexander
2
Maritato, Kevin
2
Murphy, Matthew
2
Pasiliao, Eduardo L.
2
Rockafellar, R.
2
Rysz, Maciej
2
Sarykalin, Sergey
2
Trindade, A. Alexandre
2
Uryasev, Stanislav
2
Veremyer, Alexander
2
Veremyev, Alexander
2
Vinel, Alexander
2
Zabarankin, M.
2
Boginski, Vladimir
1
Boyko, Nikita
1
more ...
less ...
Published in...
All
Journal of banking & finance
3
Finance and stochastics
2
Mathematics of operations research
2
Annals of operations research
1
European Journal of Operational Research
1
European journal of operational research : EJOR
1
Finance and Stochastics
1
International journal of theoretical and applied finance
1
Journal of Banking & Finance
1
Journal of risk
1
Naval research logistics : an international journal
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
OLC EcoSci
5
RePEc
3
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Risk tuning with generalized linear regression
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Mathematics of operations research
33
(
2008
)
3
,
pp. 712-729
Persistent link: https://www.econbiz.de/10003766321
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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:
8
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
Saved in:
9
Master funds in portfolio analysis with general deviation measures
Rockafellar, Ralph Tyrrell
;
Uryasev, Stan
;
Zabarankin, …
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 743-778
Persistent link: https://www.econbiz.de/10003291372
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
