Statistics
Publications
77
Citations
15.5K
H-Index
36
Active since
1983
Stan Uryasev is an author at University of Florida specializing in business, finance, and optimization.
Publications per year
1983–2022
77
77
Optimization of conditional value-at-risk
R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations
Business, Finance, Risk Management +17
Conditional value-at-risk for general loss distributions
R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations
Business, Finance, Risk Management +14
Generalized deviations in risk analysis
R. T. Rockafellar, Stan Uryasev, Michael Zabarankin · Finance and Stochastics · 2005 · 573 citations
Conditional Value-at-Risk for General Loss Distributions
R. T. Rockafellar, Stan Uryasev · SSRN Electronic Journal · 2001 · 485 citations · Full text
Business, Finance, Risk Management +14
Conditional value-at-risk: optimization algorithms and applications
Stan Uryasev · 2002 · 376 citations
Business, Finance, Mathematics +17
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