-
Uryasev:
Optimization of
conditional Value-at-Risk, 2000. C.
Acerbi and D. Tasche: On the
Coherence of
Expected Shortfall, 2002. Rockafellar,
Uryasev:...
- (2003)) c. 1875.[citation needed] Norton, Matthew; Khokhlov, Valentyn;
Uryasev, Stan (2019). "Calculating CVaR and bPOE for
common probability distributions...
-
further developed and
defined as the
inverse CVaR by
Matthew Norton, Stan
Uryasev, and
Alexander Mafusalov.
Similar to CVaR, bPOE
considers not only the...
- Alexei;
Uryasev, Stanislav; Zabarankin,
Michael (2003). "Portfolio
Optimization with
Drawdown Constraints" (PDF). Chekhlov, Alexei;
Uryasev, Stanislav;...
- wolfram.com.
Retrieved 2024-10-11. Norton, Matthew; Khokhlov, Valentyn;
Uryasev, Stan (2019). "Calculating CVaR and bPOE for
common probability distributions...
-
logistic regression sigmoid function Norton, Matthew; Khokhlov, Valentyn;
Uryasev, Stan (2019). "Calculating CVaR and bPOE for
common probability distributions...
- the
original on
February 18, 2010. Norton, Matthew; Khokhlov, Valentyn;
Uryasev, Stan (2019). "Calculating CVaR and bPOE for
common probability distributions...
- {S_{2}^{4}}{2(n_{2}-1)}}}}\end{aligned}}} Norton, Matthew; Khokhlov, Valentyn;
Uryasev, Stan (2019). "Calculating CVaR and bPOE for
common probability distributions...
- distribution –
Probability distribution Norton, Matthew; Khokhlov, Valentyn;
Uryasev, Stan (2019). "Calculating CVaR and bPOE for
common probability distributions...
- 203–228. doi:10.1111/1467-9965.00068. S2CID 6770585. Rockafellar, R.;
Uryasev, S. (July 2002). "Conditional value-at-risk for
general loss distributions"...
