Zinoviy Landsman

Publication Activity (10 Years)

Years Active: 2003-2021
Publications (10 Years): 3

Top Topics

Dependence Structure

Multistage Stochastic

Risk Management

Top Venues

J. Optim. Theory Appl.

Publications

Zinoviy Landsman, Tomer Shushi
Multivariate Tail Moments for Log-Elliptical Dependence Structures as Measures of Risks. Symmetry 13 (4) (2021)
Zinoviy Landsman, Udi E. Makov, Tomer Shushi
Portfolio Optimization by a Bivariate Functional of the Mean and Variance. J. Optim. Theory Appl. 185 (2) (2020)
Zinoviy Landsman, Udi E. Makov
Minimization of a Function of a Quadratic Functional with Application to Optimal Portfolio Selection. J. Optim. Theory Appl. 170 (1) (2016)
Alon Hazan, Zinoviy Landsman, Udi E. Makov
Robustness via a mixture of exponential power distributions. Comput. Stat. Data Anal. 42 (1-2) (2003)