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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
Saved in:
2
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:
3
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:
4
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/10007869927
Saved in:
5
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
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6
A sample-path approach to optimal position liquidation
Krokhmal, Pavlo
;
Uryasev, Stanislav
-
2007
Persistent link: https://www.econbiz.de/10008221996
Saved in:
7
Tax Basis and Nonlinearity in Cash Stream Valuation
Dermody, Jaime Cuevas
;
Rockafellar, R.Tyrrell
- In:
Mathematical finance : an international journal of …
5
(
1995
)
2
,
pp. 97-120
Persistent link: https://www.econbiz.de/10008223671
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8
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming
King, Alan J.
;
Rockafellar, R.Tyrrell
- In:
Mathematics of operations research
18
(
1993
)
1
,
pp. 148-162
Persistent link: https://www.econbiz.de/10006421343
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9
A Mathematical Model and Descent Algorithm for Bilevel Traffic Management
Patriksson, Michael
;
Rockafellar, R.Tyrrell
- In:
Transportation science : the publication of the …
36
(
2002
)
3
,
pp. 271-291
Persistent link: https://www.econbiz.de/10006439687
Saved in:
10
Hamilton-Jacobi Theory and Parametric Analysis in Fully Convex Problems of Optimal Control
Rockafellar, R.Tyrrell
- In:
Journal of global optimization : an international …
28
(
2004
)
3-4
,
pp. 419-432
Persistent link: https://www.econbiz.de/10007154014
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