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Estimation of Truncated Data S...
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Uryasev, Stan
73
Zabarankin, Michael
22
Ergashev, Bakhodir
18
Uryasev, Stanislav P.
13
Rockafellar, R. Tyrrell
10
Pavlikov, Konstantin
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ECONIS (ZBW)
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1
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:
2
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:
3
The golf director problem : forming teams for clubs golf competitions
Pavlikov, Konstantin
;
Hearn, Donald W.
;
Uryasev, Stan
- In:
Social networks and the economics of sports
,
(pp. 157-170)
.
2014
Persistent link: https://www.econbiz.de/10010478164
Saved in:
4
CVaR distance between univariate probability distributions and approximation problems
Pavlikov, Konstantin
;
Uryasev, Stan
- In:
Risk management approaches in engineering applications
,
(pp. 67-88)
.
2018
Persistent link: https://www.econbiz.de/10011869999
Saved in:
5
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001510446
Saved in:
6
Drawdown measure in portfolio optimization
Chekhlov, Alexei
;
Uryasev, Stan
;
Zabarankin, Michael
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 13-58
Persistent link: https://www.econbiz.de/10002625151
Saved in:
7
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
Saved in:
8
Risk-return optimization with different risk-aggregation strategies
Uryasev, Stan
;
Theiler, Ursula A.
;
Serraino, Gaia
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
2
,
pp. 129-146
Persistent link: https://www.econbiz.de/10003953347
Saved in:
9
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
Saved in:
10
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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