| Optimization of conditional value-at-risk RT Rockafellar, S Uryasev Journal of risk 2, 21-42, 2000 | 8839 | 2000 |
| Conditional value-at-risk for general loss distributions RT Rockafellar, S Uryasev Journal of banking & finance 26 (7), 1443-1471, 2002 | 5416 | 2002 |
| Portfolio optimization with conditional value-at-risk objective and constraints P Krokhmal, J Palmquist, S Uryasev Journal of risk 4, 43-68, 2002 | 1111 | 2002 |
| Generalized deviations in risk analysis RT Rockafellar, S Uryasev, M Zabarankin Finance and Stochastics 10, 51-74, 2006 | 699 | 2006 |
| Conditional value-at-risk: Optimization algorithms and applications S Uryasev proceedings of the IEEE/IAFE/INFORMS 2000 conference on computational …, 2000 | 679 | 2000 |
| Value-at-risk vs. conditional value-at-risk in risk management and optimization S Sarykalin, G Serraino, S Uryasev State-of-the-art decision-making tools in the information-intensive age, 270-294, 2008 | 581 | 2008 |
| Credit risk optimization with conditional value-at-risk criterion F Andersson, H Mausser, D Rosen, S Uryasev Mathematical programming 89, 273-291, 2001 | 524 | 2001 |
| Drawdown measure in portfolio optimization A Chekhlov, S Uryasev, M Zabarankin International Journal of Theoretical and Applied Finance 8 (01), 13-58, 2005 | 410 | 2005 |
| Deviation measures in risk analysis and optimization RT Rockafellar, SP Uryasev, M Zabarankin University of Florida, Department of Industrial & Systems Engineering …, 2002 | 299 | 2002 |
| Relaxation algorithms to find Nash equilibria with economic applications JB Krawczyk, S Uryasev Environmental Modeling & Assessment 5, 63-73, 2000 | 292 | 2000 |
| The fundamental risk quadrangle in risk management, optimization and statistical estimation RT Rockafellar, S Uryasev Surveys in Operations Research and Management Science 18 (1-2), 33-53, 2013 | 284 | 2013 |
| Modeling and optimization of risk P Krokhmal, M Zabarankin, S Uryasev Surveys in operations research and management science 16 (2), 49-66, 2011 | 269 | 2011 |
| Portfolio optimization with drawdown constraints A Chekhlov, S Uryasev, M Zabarankin Supply chain and finance, 209-228, 2004 | 201 | 2004 |
| Algorithms for optimization of value-at-risk N Larsen, H Mausser, S Uryasev Financial engineering, E-commerce and supply chain, 19-46, 2002 | 182 | 2002 |
| Optimal risk path algorithms M Zabarankin, S Uryasev, P Pardalos Cooperative control and optimization, 273-298, 2002 | 166 | 2002 |
| Probabilistic constrained optimization: methodology and applications S Uryasev Springer Science & Business Media, 2013 | 160 | 2013 |
| Optimization of conditional value at risk S Uryasev, RT Rockafellar JOURNAL OF RISK 3, 21-41, 2000 | 156 | 2000 |
| The α‐reliable mean‐excess regret model for stochastic facility location modeling G Chen, MS Daskin, ZJM Shen, S Uryasev Naval Research Logistics (NRL) 53 (7), 617-626, 2006 | 153 | 2006 |
| Master funds in portfolio analysis with general deviation measures RT Rockafellar, S Uryasev, M Zabarankin Journal of Banking & Finance 30 (2), 743-778, 2006 | 152 | 2006 |
| Optimality conditions in portfolio analysis with general deviation measures RT Rockafellar, S Uryasev, M Zabarankin Mathematical Programming 108, 515-540, 2006 | 150 | 2006 |
R T RockafellarProfessor of Mathematics, University of Washington在 uw.edu 的电子邮件经过验证
