Sergey Sarykalin

Management Science and Operations Research · 2008

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Management Science and Operations Research — 11 citations into it; #5,752 of 11,946 by trust here, #9,931 by citations
• Finance — 10 citations into it; #5,434 of 10,518 by trust here, #9,027 by citations

Whom Sergey Sarykalin trusts overall

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

1. Stanislav Uryasev
2. Georg Ch. Pflug
3. Terry Rockafellar
4. R. Tyrrell Rockafellar
5. Roger W. Koenker
6. Yasuhiro Yamai
7. Paul Embrechts
8. Nicklas Larsen
9. G. Bassett
10. Toshinao Yoshiba

Who trusts Sergey Sarykalin overall

1. Hamed Soleimani
2. Mirmehdi Seyyed-Esfahani
3. Govindan Kannan
4. Iris Heckmann
5. Yao Zhang
6. Jafar Namdar

Papers from Sergey Sarykalin's perspective

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

1. Optimization of conditional value-at risk
2. Conditional Value-at-Risk for General Loss Distributions
3. Regression Quantiles
4. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
5. Portfolio Selection
6. Generalized deviations in risk analysis (Finance and Stochastics)
7. Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
8. Risk contributions and performance measurement
9. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
10. Expected shortfall and beyond

Their papers

• Value-at-Risk vs. Conditional Value-at-Risk in Risk Management and Optimization (2008) — 421 citations