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Risk management and optimization in finance
Krokhmal, Pavlo; Rockafellar, R. Tyrrell; Uryasev, Stan - In: Journal of Banking & Finance 30 (2006) 2, pp. 315-315
Persistent link: https://www.econbiz.de/10005200982
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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/10005213305
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Financial prediction with constrained tail risk
Trindade, A. Alexandre; Uryasev, Stan; Shapiro, Alexander; … - In: Journal of Banking & Finance 31 (2007) 11, pp. 3524-3538
Persistent link: https://www.econbiz.de/10005213750
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Equilibrium with investors using a diversity of deviation measures
Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, M. - In: Journal of Banking & Finance 31 (2007) 11, pp. 3251-3268
Persistent link: https://www.econbiz.de/10005213825