Concepedia

Grigory Zrazhevsky

GZ

3

Publications

135

Citations

3

H-Index

2002

Active since

Affiliations

University of Florida(Current)

Grigory Zrazhevsky is an author at University of Florida specializing in business, asset pricing, and tail risk.

Top concepts

Publications per year

2002–2007

3

Publications

3

Financial prediction with constrained tail risk

A. Alexandre Trindade, Stan Uryasev, Alexander Shapiro et al. · Journal of Banking & Finance · 2007 · 69 citations

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Risk Management for Hedge Fund Portfolios

Pavlo Krokhmal, Stan Uryasev, Grigory Zrazhevsky · The Journal of Alternative Investments · 2002 · 52 citations

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

Pavlo Krokhmal, Stan Uryasev, Grigory Zrazhevsky · SSRN Electronic Journal · 2002 · 14 citations · Full text

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