Concepedia

Alexander S. Cherny

AS

Statistics

Publications

18

Citations

1.1K

H-Index

14

Active since

2000

Affiliations

Lomonosov Moscow State University(Current)

Moscow State University

Alexander S. Cherny is an author at Lomonosov Moscow State University specializing in business, finance, and financial economics.

Publications per year

2000–2010

18

Publications

18

New Measures for Performance Evaluation

Alexander S. Cherny, Dilip B. Madan · Review of Financial Studies · 2008 · 350 citations

Business, Finance, Performance Analysis +11

MARKETS AS A COUNTERPARTY: AN INTRODUCTION TO CONIC FINANCE

Dilip B. Madan, Alexander S. Cherny · International Journal of Theoretical and Applied Finance · 2010 · 184 citations

Business, Economics, Finance +16

Weighted V@R and its Properties

Alexander S. Cherny · Finance and Stochastics · 2006 · 122 citations

Engineering, Materials Engineering, Representation Theory +2

On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations

Alexander S. Cherny · Theory of Probability and Its Applications · 2002 · 75 citations

Engineering, Mathematics, Differential Equations +13

On Minimization and Maximization of Entropy in Various Disciplines

Alexander S. Cherny, V. P. Maslov · Theory of Probability and Its Applications · 2004 · 52 citations

Business, Finance, Mathematics +14

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