Michael Zabarankin

◀ ▶ joint publications with R. Tyrrell Rockafellar

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Publications

2008
[j7]
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R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin:
Risk Tuning with Generalized Linear Regression. Math. Oper. Res. 33(3): 712-729 (2008)
2006
[j3]
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R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin:
Generalized deviations in risk analysis. Finance Stochastics 10(1): 51-74 (2006)
[j2]
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R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin:
Optimality conditions in portfolio analysis with general deviation measures. Math. Program. 108(2-3): 515-540 (2006)

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