2000
Optimization of conditional value-at-risk
Ralph Tyrrell Rockafellar, Stan Uryasev
The Journal of RiskCore
6.7k
cites
Faculty
Stan Uryasev is a Operations & Decision Sciences scholar at State University of New York. Research spans Risk and Portfolio Optimization. 228 works, 18k citations (h-index 43).
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Affiliation on publications · State University of New York
Ralph Tyrrell Rockafellar, Stan Uryasev
The Journal of RiskCore
Ralph Tyrrell Rockafellar, Stan Uryasev
Journal of Banking & FinanceTop-listed
Ralph Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
Finance and StochasticsTop-listed