tanislav Uryasev

Finance · 2001

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #8,220 of 10,518 by trust here, #4,165 by citations
• Management Science and Operations Research — 8 citations into it; #9,146 of 11,946 by trust here, #3,825 by citations

Whom tanislav Uryasev trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Stanislav Uryasev
2. R. Tyrrell Rockafellar
3. C. Acerbi
4. Fredrik Andersson

Who trusts tanislav Uryasev overall

1. David McInerney

Papers from tanislav Uryasev's perspective

Ordered by how strongly the researchers tanislav Uryasev trusts endorse each paper. Same corpus, a different order for every researcher.

1. Optimization of conditional value-at risk
2. Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
3. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
4. Optimal Portfolios with Bounded Capital at Risk
5. Portfolio Selection
6. Sensitivity Analysis of Values at Risk
7. Expected Shortfall as a Tool for Financial Risk Management
8. ALGORITHMS FOR OPTIMIZATION OF VALUE­ AT-RISK*
9. The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
10. Coherent Risk Measures on General Probability Spaces

Their papers

• Portfolio optimization with conditional value-at-risk objective and constraints (2001) — 748 citations