Konstantin Kalinchenko

University of Florida

Research and Teaching Assistant

PO Box 117165, 201 Stuzin Hall

Gainesville, FL 32610-0496

United States

Learn more about SSRN Profiles

SCHOLARLY PAPERS

1

DOWNLOADS

153

TOTAL CITATIONS

3

Feedback

Scholarly Papers (1)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

1.

Calibrating Risk Preferences with Generalized CAPM Based on Mixed CVaR Deviation

University of Florida Working Paper Series No. 2011-2

Number of pages: 23 Posted: 16 Apr 2011 Last Revised: 27 Apr 2011

Konstantin Kalinchenko, Stanislav Uryasev and R. Tyrrell Rockafellar

University of Florida, affiliation not provided to SSRN and University of Washington - Department of Mathmatics

Downloads 153 (488,442)

Citation 3

Abstract:

Feedback

All content on this site: Copyright © 2026 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the relevant licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .