Helmut Mausser

Publication Activity (10 Years)

Years Active: 1999-2016
Publications (10 Years): 1

Top Topics

Parameter Tuning

Robust Estimation

Top Venues

Ann. Oper. Res.

IBM J. Res. Dev.

Publications

Oleksandr Romanko, Helmut Mausser
Robust scenario-based value-at-risk optimization. Ann. Oper. Res. 237 (1-2) (2016)
Oleksandr Romanko, Alex Kreinin, Helmut Mausser
Workshop on financial risk analytics. CASCON (2015)
Helmut Mausser, Oleksandr Romanko
Computing equal risk contribution portfolios. IBM J. Res. Dev. 58 (4) (2014)
Fredrik Andersson, Helmut Mausser, Dan Rosen, Stanislav Uryasev
Credit risk optimization with Conditional Value-at-Risk criterion. Math. Program. 89 (2) (2001)
Helmut Mausser, Dan Rosen
Efficient risk/return frontiers for credit risk. CIFEr (2000)
Helmut Mausser, Dan Rosen
Beyond VaR: from measuring risk to managing risk. CIFEr (1999)
Helmut Mausser, Dan Rosen
Beyond VaR: parametric and simulation-based risk management tools. CIFEr (1999)