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Regulatory impacts on credit portfolio management

Theiler, Ursula; Bugera, Vladimir; Revenko, Alla; … - In: Operations research proceedings 2002 : selected papers …, (pp. 335-340). 2003

Persistent link: https://www.econbiz.de/10001752031

Relaxation algorithms to find Nash equilibria with economic applications

Krawczyk, Jacek B.; Uryasev, Stanislav - In: Environmental modeling & assessment 5 (2000) 1, pp. 63-73

Persistent link: https://www.econbiz.de/10001451539

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

Portfolio optimisation with drawdown constraints

Chekhlov, Alexei; Uryasev, Stanislav; Zabarankin, Michael - In: Asset and liability management tools, (pp. 253-268). 2003

Persistent link: https://www.econbiz.de/10002169368

Conditional value-at-risk for general loss distributions

Rockafellar, Ralph Tyrrell; Uryasev, Stanislav - In: Journal of banking & finance 26 (2002) 7, pp. 1443-1471

Persistent link: https://www.econbiz.de/10001688522

Algorithms for optimization of value-at-risk

Larsen, Nicklas; Mausser, Helmut; Uryasev, Stanislav - In: Financial engineering, E-commerce and supply chain, (pp. 19-46). 2002

Persistent link: https://www.econbiz.de/10001746916

Failure discrimination by semi-definite programming

Konno, Hiroshi; Gotoh, Jun-ya; Uryasev, Stanislav; … - In: Financial engineering, E-commerce and supply chain, (pp. 379-396). 2002

Persistent link: https://www.econbiz.de/10001747179

Calibrating Risk Preferences with Generalized CAPM Based on Mixed CVaR Deviation

Kalinchenko, Konstantin; Uryasev, Stanislav; … - 2011

The generalized Capital Asset Pricing Model based on mixed CVaR deviation is used for calibrating risk preferences of investors protecting investments in S&P500 by means of options. The corresponding new generalized beta is designed to capture tail performance of S&P500 returns. Calibration is...

Persistent link: https://www.econbiz.de/10014183591

Optimization and logistics challenges in the enterprise

Chaovalitwongse, Wanpracha (ed.); … - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003834583

Rejoinder on: Optimization and data mining in medicine

Pardalos, Panos M.; Tomaino, Vera; Xanthopoulos, Petros - In: Top : an official journal of the Spanish Society of … 17 (2009) 2, pp. 253-255

Persistent link: https://www.econbiz.de/10003922107

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