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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

Risk management approaches in engineering applications

Gotoh, Jun-ya (ed.); Uryasev, Stan (ed.) - 2018

Persistent link: https://www.econbiz.de/10011791745

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

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

Probabilistic constrained optimization : methodology and applications

Uryasev, Stan (ed.) - 2000

Persistent link: https://www.econbiz.de/10001510446

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

Special issue on risk management and quantitative approaches in finance

AitSahlia, Farid (contributor); Uryasev, Stan (contributor) - 2007

Persistent link: https://www.econbiz.de/10003577304

Generalized deviations in risk analysis

Rockafellar, Ralph Tyrrell; Uryasev, Stan; Zabarankin, … - In: Finance and stochastics 10 (2006) 1, pp. 51-74

Persistent link: https://www.econbiz.de/10003234949

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

Optimal allocation of retirement portfolios

Maritato, Kevin; Lane, Morton; Murphy, Matthew; … - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-17

A retiree with a savings account balance, but without a pension, is confronted with an important investment decision that has to satisfy two conflicting objectives. Without a pension, the function of the savings is to provide post-employment income to the retiree. At the same time, most retirees...

Persistent link: https://www.econbiz.de/10013206042