Statistics
Publications
13
Citations
765
H-Index
13
Active since
1998
Affiliations
Helmut Mausser is an author at Institute for Programming research and Algorithmics specializing in optimization, business, and finance.
Publications per year
1998–2018
13
13
Credit risk optimization with Conditional Value-at-Risk criterion
Fredrik Andersson, Helmut Mausser, Dan Rosen et al. · Mathematical Programming · 2001 · 300 citations
Business, Finance, Mathematics +14
Beyond VaR: from measuring risk to managing risk
Helmut Mausser, Dan Rosen · 2003 · 112 citations
Management, Finance, Risk Management +17
Efficient Risk/Return Frontiers for Credit Risk
Helmut Mausser, Dan Rosen · The Journal of Risk Finance · 2000 · 34 citations
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