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Uryasev, Stanislav P.


 SSRN Author Rank: 2,300 by Downloads
 Professor
 

University of Florida


 303 Weil Hall
 Gainesville, FL 32611-6595
 United States
 352-392-3091 (Phone)
 352-392-3537 (Fax)
 HOME PAGE: http://www.ise.ufl.edu/uryasev/
 email address

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. Uryasev, Stanislav P.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,587
Total
Citations
200
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Krokhmal, Pavlo A.
University of Florida - Department of Industrial and Systems Engineering
Uryasev, Stanislav P.
University of Florida
Zrazhevsky, Grigory M.
University of Florida - Department of Industrial and Systems Engineering
Posted:
22 Jan 02
1,619
(5,487)
3

2.  
Conditional Value-at-Risk for General Loss Distributions | Show Abstract | Download This Paper |
EFA 2001 Barcelona Meetings, EFMA 2001 Lugano Meetings; U of Florida, ISE Dept. Working Paper No. 2001-5
Number of Pages in PDF File: 34
Rockafellar, R. Tyrrell
University of Washington - Department of Mathmatics
Uryasev, Stanislav P.
University of Florida
Posted:
30 Apr 01
1,503
(6,242)
102

3.  
Chekhlov, Alexei
Columbia University - Department of Mathematics
Uryasev, Stanislav P.
University of Florida
Zabarankin, Michael
Stevens Institute of Technology - Department of Mathematical Sciences
Posted:
13 May 04
1,320
(7,763)
15

4.  
Portfolio Optimization with Drawdown Constraints | Show Abstract | Download This Paper |
Research Report #2000-5
Number of Pages in PDF File: 17
Chekhlov, Alexei
Columbia University - Department of Mathematics
Uryasev, Stanislav P.
University of Florida
Zabarankin, Michael
Stevens Institute of Technology - Department of Mathematical Sciences
Posted:
18 Aug 00
1,161
(9,625)
9

5.  
Deviation Measures in Risk Analysis and Optimization | Show Abstract | Download This Paper |
University of Florida, Department of Industrial & Systems Engineering Working Paper No. 2002-7
Number of Pages in PDF File: 27
Rockafellar, R. Tyrrell
University of Washington - Department of Mathmatics
Uryasev, Stanislav P.
University of Florida
Zabarankin, Michael
Stevens Institute of Technology - Department of Mathematical Sciences
Posted:
22 Jan 03
1,085
(10,723)
12

6.  
On Relation Between Expected Regret and Conditional Value at Risk | Show Abstract | Download This Paper |
Department of Industrial and Systems Engineering Research Report 2000-9
Number of Pages in PDF File: 14
Testuri, Carlos E.
affiliation not provided to SSRN
Uryasev, Stanislav P.
University of Florida
Posted:
02 Nov 00
512
(31,941)
3

7.  
Credit Cards Scoring With Quadratic Utility Function | Show Abstract | Download This Paper |
University of Florida Industrial & Systems Engineering Research Report #2002-1
Number of Pages in PDF File: 22
Bugera, Vladimir
American Express Company
Konno, Hiroshi
Chuo University - Deptartment of Industrial and Systems Engineering
Uryasev, Stanislav P.
University of Florida
Posted:
21 Jan 02
440
(38,817)
 

8.  
Best Execution in Mortgage Secondary Markets | Show Abstract | Download This Paper |
University of Florida Research Report No. 2005-3
Number of Pages in PDF File: 13
Wang, Chung-Jui
University of Florida - Risk Management and Financial Engineering (RMFE) Lab
Uryasev, Stanislav P.
University of Florida
Posted:
02 Nov 05
421
(40,972)
 

9.  
Portfolio Analysis with General Deviation Measures | Show Abstract | Download This Paper |
U of Florida, Industrial and Systems Engineering Research Report No. 2003-8
Number of Pages in PDF File: 36
Rockafellar, R. Tyrrell
University of Washington - Department of Mathmatics
Uryasev, Stanislav P.
University of Florida
Zabarankin, Michael
Stevens Institute of Technology - Department of Mathematical Sciences
Posted:
17 Jul 03
335
(54,159)
13

10.  
Generalized Deviations in Risk Analysis | Show Abstract | Download This Paper |
University of Florida Department of Industrial and Systems Engineering Working Paper No. 2004-4
Number of Pages in PDF File: 22
Rockafellar, R. Tyrrell
University of Washington - Department of Mathmatics
Uryasev, Stanislav P.
University of Florida
Zabarankin, Michael
Stevens Institute of Technology - Department of Mathematical Sciences
Posted:
10 Sep 04
238
(79,182)
20

11.  
Liu, Juan
University of Florida
Men, Chunhua
University of Florida
Cabrera, Victor E.
University of Miami
Uryasev, Stanislav P.
University of Florida
Fraisse, Clyde
University of Florida
Posted:
27 Jan 06
213
(88,825)
 

12.  
Optimality Conditions in Portfolio Analysis with General Deviation Measures | Show Abstract | Download This Paper |
University of Florida Industrial and Systems Engineering Working Paper No. 2004-7
Number of Pages in PDF File: 23
Rockafellar, R. Tyrrell
University of Washington - Department of Mathmatics
Uryasev, Stanislav P.
University of Florida
Zabarankin, Michael
Stevens Institute of Technology - Department of Mathematical Sciences
Posted:
09 Nov 04
170
(110,132)
6

13.  
Ryabchenko, Valeriy
University of Florida
Sarykalin, Sergey
University of Florida
Uryasev, Stanislav P.
University of Florida
Posted:
01 Nov 05
145
(126,633)
 

14.  
Master Funds in Portfolio Analysis with General Deviation Measures | Show Abstract | Download This Paper |
Journal of Banking and Finance, Forthcoming
Number of Pages in PDF File: 31
Rockafellar, R. Tyrrell
University of Washington - Department of Mathmatics
Uryasev, Stanislav P.
University of Florida
Zabarankin, Michael
Stevens Institute of Technology - Department of Mathematical Sciences
Posted:
09 Nov 04
145
(126,633)
11

15.  
Ergashev, Bakhodir
The Office of the Comptroller of the Currency (OCC)
Pavlikov, Konstantin
University of Florida - Department of Industrial and Systems Engineering
Uryasev, Stanislav P.
University of Florida
Sekeris, Evangelos
Federal Reserve Banks - Federal Reserve Bank of Richmond
Posted:
27 Dec 12
Last Revised:
23 Apr 14
136
(133,587)
 

16.  
Rockafellar, R. Tyrrell
University of Washington - Department of Mathmatics
Uryasev, Stanislav P.
University of Florida
Zabarankin, Michael
Stevens Institute of Technology - Department of Mathematical Sciences
Posted:
01 Aug 07
89
(182,048)
3

17.  
Rockafellar, R. Tyrrell
University of Washington - Department of Mathmatics
Uryasev, Stanislav P.
University of Florida
Zabarankin, Michael
Stevens Institute of Technology - Department of Mathematical Sciences
Posted:
01 Aug 07
55
(238,195)
3


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