G. Zrazhevsky

Financial prediction with constrained tail risk

A. Shapiro, S. Uryasev, A. Trindade, 2007 .

Comparative Analysis of Linear Portfolio Rebalancing Strategies: An Application to Hedge Funds

S. Uryasev, P. Krokhmal, G. Zrazhevsky, 2001 .

Numerical Comparison of CVaR and CDaR Approaches : Application to Hedge Funds 1

S. Uryasev, P. Krokhmal, G. Zrazhevsky, 2003 .

' s personal copy Financial prediction with constrained tail risk

Alexander Shapiro, Stan Uryasev, A. Alexandre Trindade, 2007 .

Numerical Comparison of CVaR and CDaR Approaches : Application to Hedge Funds 1

S. Uryasev, P. Krokhmal, G. Zrazhevsky, 2003 .

Risk Management for Hedge Fund Portfolios

Stan Uryasev, Pavlo A. Krokhmal, Grigory Zrazhevsky, 2002 .

29. Numerical Comparison of Conditional Value-at-Risk and Conditional Drawdown-at-Risk Approaches: Application to Hedge Funds

Stan Uryasev, Pavlo A. Krokhmal, Grigory Zrazhevsky, 2005, Applications of Stochastic Programming.

Classification Using Optimization: Application to Credit Ratings of Bonds

Stan Uryasev, Vladimir Bugera, Grigory Zrazhevsky, 2008 .