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Uryasev, Stan [Editor]

Probabilistic constrained optimization : methodology and applications

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Dordrecht [u.a.]: Kluwer, 2000

Published in: Nonconvex optimization and its applications ; 49
Uryasev, Stan [Author] ; Pardalos, Panos M. [Editor]

Stochastic Optimization: Algorithms and Applications

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Boston, MA: Springer, 2001

Published in: Applied Optimization ; 54- SpringerLink ; Bücher- Springer eBook Collection ; Mathematics and Statistics
Uryasev, Stan [Author]

Probabilistic Constrained Optimization : Methodology and Applications

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Boston, MA: Springer, 2000

Published in: Nonconvex Optimization and Its Applications ; 49- SpringerLink ; Bücher- Springer eBook Collection ; Mathematics and Statistics
Ding, Rui [Author]; Uryasev, Stan [Author]

CoCDaR and mCoCDaR : new approach for measurement of systemic risk contributions

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https://www.mdpi.com/1911-8074/13/11/270/pdf

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2020

Published in: Journal of risk and financial management ; 13(2020), 11/270 vom: Nov., Seite 1-18
Ding, Rui [Author]; Uryasev, Stan [Author]

CoCDaR and mCoCDaR: New approach for measurement of systemic risk contributions

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Basel: MDPI, 2020
Golodnikov, Alex [Author]; Kuzmenko, Viktor [Author]; Uryasev, Stan [Author]

CVaR regression based on the relation between CVaR and mixed-quantile quadrangles

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https://www.mdpi.com/1911-8074/12/3/107/pdf

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2019

Published in: Journal of risk and financial management ; 12(2019), 3/107 vom: Sept., Seite 1-22
Golodnikov, Alex [Author]; Kuzmenko, Viktor [Author]; Uryasev, Stan [Author]

CVaR regression based on the relation between CVaR and mixed-quantile quadrangles

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Basel: MDPI, 2019
Keçeci, Neslihan Fidan [Author]; Kuzmenko, Viktor [Author]; Uryasev, Stan [Author]

Portfolios dominating indices : optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios

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http://hdl.handle.net/10419/178578

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December 2016

Published in: Journal of risk and financial management ; 9(2016), 4 vom: Dez., Seite 1-14
Keçeci, Neslihan Fidan [Author]; Kuzmenko, Viktor [Author]; Uryasev, Stan [Author]

Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios

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Basel: MDPI, 2016
Maritato, Kevin [Author]; Lane, Morton [Author]; Murphy, Matthew [Author]; Uryasev, Stan [Author]

Optimal allocation of retirement portfolios

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https://www.mdpi.com/1911-8074/15/2/65/pdf?version=1645444504

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2022

Published in: Journal of risk and financial management ; 15(2022), 2 vom: Feb., Artikel-ID 65, Seite 1-17
Maritato, Kevin [Author]; Lane, Morton [Author]; Murphy, Matthew [Author]; Uryasev, Stan [Author]

Optimal Allocation of Retirement Portfolios

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Basel: MDPI, 2022
Maritato, Kevin; Uryasev, Stan

Derivative of Reduced Cumulative Distribution Function and Applications

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MDPI AG, 2023

Published in: Journal of Risk and Financial Management
Ding, Rui; Uryasev, Stan

Drawdown beta and portfolio optimization

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Informa UK Limited, 2022

Published in: Quantitative Finance
Ding, Rui; Uryasev, Stan

CoCDaR and mCoCDaR: New Approach for Measurement of Systemic Risk Contributions

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MDPI AG, 2020

Published in: Journal of Risk and Financial Management
Mafusalov, Alexander; Uryasev, Stan

Buffered Probability of Exceedance: Mathematical Properties and Optimization

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Society for Industrial & Applied Mathematics (SIAM), 2018

Published in: SIAM Journal on Optimization
Pavlikov, Konstantin; Uryasev, Stan

CVaR distance between univariate probability distributions and approximation problems

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Springer Science and Business Media LLC, 2018

Published in: Annals of Operations Research
Pertaia, Giorgi; Uryasev, Stan

Fitting heavy-tailed mixture models with CVaR constraints

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Walter de Gruyter GmbH, 2019

Published in: Dependence Modeling
Norton, Matthew; Uryasev, Stan

Maximization of AUC and Buffered AUC in binary classification

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Springer Science and Business Media LLC, 2019

Published in: Mathematical Programming
Pavlikov, Konstantin; Uryasev, Stan

CVaR norm and applications in optimization

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Springer Science and Business Media LLC, 2014

Published in: Optimization Letters
Alexandre Trindade, A.; Uryasev, Stan

Improved Tolerance Limits by Combining Analytical and Experimental Data: An Information Integration Methodology

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School of Statistics, Renmin University of China, 2021

Published in: Journal of Data Science

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