Stan Uryasev

Stan Uryasev

Stony Brook University - Stony Brook / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1671968
person_outline Stan Uryasev's MOST POPULAR ARTICLES
1-) Optimization of conditional value-at-riskRT Rockafellar, S UryasevJournal of risk 2, 21-42, 200075702000
2-) Conditional value-at-risk for general loss distributionsRT Rockafellar, S UryasevJournal of banking & finance 26 (7), 1443-1471, 200246942002
3-) Portfolio optimization with conditional value-at-risk objective and constraintsP Krokhmal, J Palmquist, S UryasevJournal of risk 4, 43-68, 200210252002
4-) Generalized deviations in risk analysisRT Rockafellar, S Uryasev, M ZabarankinFinance and Stochastics 10, 51-74, 20067082006
5-) Conditional value-at-risk: Optimization algorithms and applicationsS Uryasevproceedings of the IEEE/IAFE/INFORMS 2000 conference on computational …, 20006872000