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Uryasev, Stan
12
Rockafellar, R.Tyrrell
9
Zabarankin, Michael
4
Shapiro, Alexander
2
Uryasev, Stanislav
2
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1
Cabrera, Victor E.
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Chun, So Yeon
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Dermody, Jaime Cuevas
1
Fraisse, Clyde W.
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Kalinchenko, Konstantin
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King, Alan J.
1
Krokhmal, Pavlo
1
Murphey, Robert
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Patriksson, Michael
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Serraino, Gaia
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Journal of banking & finance
4
Annals of operations research
2
Mathematics of operations research
2
Finance and stochastics
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Journal of risk
1
Journal of risk finance : the convergence of financial products and insurance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Naval research logistics : an international journal
1
Operations research : the journal of the Operations Research Society of America
1
The journal of computational finance
1
The journal of credit risk : published quarterly by Incisive Media
1
Transportation science : the publication of the Transportation Science Section, Operation Research Society of America
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OLC EcoSci
ECONIS (ZBW)
41
RePEc
12
EconStor
4
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1
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:
2
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:
3
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:
4
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:
5
A sample-path approach to optimal position liquidation
Krokhmal, Pavlo
;
Uryasev, Stanislav
-
2007
Persistent link: https://www.econbiz.de/10008221996
Saved in:
6
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
Saved in:
7
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:
8
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
Saved in:
9
Conditional value-at-risk for general loss distributions
Rockafellar, R.Tyrrell
;
Uryasev, Stanislav
- In:
Journal of banking & finance
26
(
2002
)
7
,
pp. 1443-1472
Persistent link: https://www.econbiz.de/10005889431
Saved in:
10
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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