Browsen in EconStor gesamt nach Autor:innen Uryasev, Stan
Zeige Ergebnisse 1 bis 4 von 4
Erscheinungsjahr | Titel | Autor:innen |
2016 | Portfolios dominating indices: Optimization with second-order stochastic dominance constraints vs. minimum and mean variance portfolios | Keçeci, Neslihan Fidan; Kuzmenko, Viktor; Uryasev, Stan |
2019 | CVaR regression based on the relation between CVaR and mixed-quantile quadrangles | Golodnikov, Alex; Kuzmenko, Viktor; Uryasev, Stan |
2020 | CoCDaR and mCoCDaR: New approach for measurement of systemic risk contributions | Ding, Rui; Uryasev, Stan |
2022 | Optimal Allocation of Retirement Portfolios | Maritato, Kevin; Lane, Morton; Murphy, Matthew; Uryasev, Stan |