Stanislav Uryasev

Publication Activity (10 Years)

Years Active: 1995-2011
Publications (10 Years): 0

Publications

Nikita Boyko, Timofey Turko, Vladimir Boginski, David E. Jeffcoat, Stanislav Uryasev, Grigoriy Zrazhevsky, Panos M. Pardalos
Robust multi-sensor scheduling for multi-site surveillance. J. Comb. Optim. 22 (1) (2011)
Sergiy Butenko, Alexander Golodnikov, Stanislav Uryasev
Optimal Security Liquidation Algorithms. Comput. Optim. Appl. 32 (1-2) (2005)
Ursula Theiler, Vladimir Bugera, Alla Revenko, Stanislav Uryasev
Regulatory Impacts on Credit Portfolio Management. OR (2002)
Fredrik Andersson, Helmut Mausser, Dan Rosen, Stanislav Uryasev
Credit risk optimization with Conditional Value-at-Risk criterion. Math. Program. 89 (2) (2001)
Stanislav Uryasev
Conditional value-at-risk: optimization algorithms and applications. CIFEr (2000)
Stanislav Uryasev
Derivatives of probability functions and some applications. Ann. Oper. Res. 56 (1) (1995)