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Uryasev, Stanislav P.


 SSRN Author Rank: 2,139 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
9,069
Total
Citations
196
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
1,528
(5,285)
3

2.  
Conditional Value-at-Risk for General Loss Distributions | Show Abstract | Download |
EFA 2001 Barcelona Meetings, EFMA 2001 Lugano Meetings; U of Florida, ISE Dept. Working Paper No. 2001-5
Working Paper Series
Rockafellar, R. Tyrrell
University of Washington - Department of Mathmatics
Uryasev, Stanislav P.
University of Florida
Posted:
30 Apr 01
1,495
(5,488)
99

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
1,255
(7,369)
15

4.  
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
1,108
(9,051)
9

5.  
Deviation Measures in Risk Analysis and Optimization | Show Abstract | Download |
University of Florida, Department of Industrial & Systems Engineering Working Paper No. 2002-7
Working Paper Series
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
976
(11,066)
12

6.  
On Relation Between Expected Regret and Conditional Value at Risk | Show Abstract | Download |
Department of Industrial and Systems Engineering Research Report 2000-9
Working Paper Series
Testuri, Carlos E.
affiliation not provided to SSRN
Uryasev, Stanislav P.
University of Florida
Posted:
02 Nov 00
505
(28,628)
3

7.  
Credit Cards Scoring With Quadratic Utility Function | Show Abstract | Download |
University of Florida Industrial & Systems Engineering Research Report #2002-1
Working Paper Series
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
435
(34,767)
 

8.  
Best Execution in Mortgage Secondary Markets | Show Abstract | Download |
University of Florida Research Report No. 2005-3
Working Paper Series
Wang, Chung-Jui
University of Florida - Risk Management and Financial Engineering (RMFE) Lab
Uryasev, Stanislav P.
University of Florida
Posted:
02 Nov 05
407
(37,780)
 

9.  
Portfolio Analysis with General Deviation Measures | Show Abstract | Download |
U of Florida, Industrial and Systems Engineering Research Report No. 2003-8
Working Paper Series
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
333
(48,189)
13

10.  
Generalized Deviations in Risk Analysis | Show Abstract | Download |
University of Florida Department of Industrial and Systems Engineering Working Paper No. 2004-4
Working Paper Series
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
233
(71,981)
19

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
204
(82,493)
 

12.  
Optimality Conditions in Portfolio Analysis with General Deviation Measures | Show Abstract | Download |
University of Florida Industrial and Systems Engineering Working Paper No. 2004-7
Working Paper Series
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
169
(98,776)
6

13.  
Ryabchenko, Valeriy
University of Florida
Sarykalin, Sergey
University of Florida
Uryasev, Stanislav P.
University of Florida
Posted:
01 Nov 05
142
(115,251)
 

14.  
Master Funds in Portfolio Analysis with General Deviation Measures | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming
Accepted Paper Series
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
140
(116,666)
11

15.  
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
84
(169,479)
3

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
55
(213,893)
3


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