Stan Uryasev

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with R. Tyrrell Rockafellar

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Publications

2020
[j33]
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R. Tyrrell Rockafellar, Stan Uryasev:
Minimizing buffered probability of exceedance by progressive hedging. Math. Program. 181(2): 453-472 (2020)
2014
[j20]
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  - journals/cms/VeremyevTUR14
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Alexander Veremyev, Peter Tsyurmasto, Stan Uryasev, R. Tyrrell Rockafellar:
Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing. Comput. Manag. Sci. 11(4): 341-364 (2014)
2008
[j11]
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  - journals/mor/RockafellarUZ08
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R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin:
Risk Tuning with Generalized Linear Regression. Math. Oper. Res. 33(3): 712-729 (2008)
2006
[j7]
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  - journals/fs/RockafellarUZ06
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R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin:
Generalized deviations in risk analysis. Finance Stochastics 10(1): 51-74 (2006)
[j6]
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R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin:
Optimality conditions in portfolio analysis with general deviation measures. Math. Program. 108(2-3): 515-540 (2006)

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