Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Bankenaufsicht"
~subject:"Wahrscheinlichkeitsrechnung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Risk management and optimizati...
Similar by person
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Bankenaufsicht
Wahrscheinlichkeitsrechnung
Portfolio selection
16
Portfolio-Management
16
Risikomaß
16
Risk measure
16
Theorie
16
Theory
16
Mathematical programming
13
Mathematische Optimierung
13
CVaR
11
conditional value-at-risk
7
Estimation
6
Estimation theory
6
Risk management
6
Schätztheorie
6
Schätzung
6
Probability theory
5
Risikomanagement
5
Stochastic process
5
Stochastischer Prozess
5
portfolio optimization
5
CAPM
4
Measurement
4
Messung
4
Regression analysis
4
Regressionsanalyse
4
Buffered probability of exceedance
3
Credit risk
3
Drawdown
3
Kreditrisiko
3
Operations Research
3
Operations research
3
Portfolio optimization
3
Risiko
3
Risk
3
VaR
3
linear regression
3
regression
3
Asset beta
2
Bank
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
6
Author
All
Uryasev, Stan
6
Guan, Yongpei
1
Mafusalov, Alexander
1
Pertaia, Giorgi
1
Prokhorov, Artem
1
Rockafellar, Ralph Tyrrell
1
Serraino, Gaia
1
Shapiro, Alexander
1
Theiler, Ursula A.
1
Tsyurmasto, Peter
1
Veremyev, Alexander
1
Zhang, Tong
1
more ...
less ...
Published in...
All
Computational Management Science : CMS
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of risk finance : the convergence of financial products and insurance
1
Nonconvex optimization and its applications : NOIA
1
Operations research letters
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Derivatives and subderivatives of buffered probability of exceedance
Zhang, Tong
;
Uryasev, Stan
;
Guan, Yongpei
- In:
Operations research letters
47
(
2019
)
2
,
pp. 130-132
Persistent link: https://www.econbiz.de/10012003278
Saved in:
2
Estimation and asymptotics for buffered probability of exceedance
Mafusalov, Alexander
;
Shapiro, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
270
(
2018
)
3
,
pp. 826-836
Persistent link: https://www.econbiz.de/10011882603
Saved in:
3
Calibrating probability distributions with convex-concave-convex functions : application to CDO pricing
Veremyev, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
; …
- In:
Computational Management Science : CMS
11
(
2014
)
4
,
pp. 341-364
Persistent link: https://www.econbiz.de/10010437154
Saved in:
4
Probabilistic constrained optimization : methodology and applications
Uryasev, Stan
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001510446
Saved in:
5
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:
6
A new approach to credit ratings
Pertaia, Giorgi
;
Prokhorov, Artem
;
Uryasev, Stan
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013463125
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
