Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Uryasev, Stanislav"'
Autor:
Peng, Cheng, Uryasev, Stanislav
This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and extendability. The
Externí odkaz:
http://arxiv.org/abs/2301.13843
Publikováno v:
Journal of Applied Statistics; Sep2023, Vol. 50 Issue 11/12, p2473-2503, 31p, 3 Color Photographs, 1 Diagram, 6 Charts, 2 Graphs
Akademický článek
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Publikováno v:
The Journal of Risk Finance, 2001, Vol. 3, Issue 1, pp. 57-71.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/eb043483
Publikováno v:
In Journal of Banking and Finance 2002 26(7):1443-1471
Autor:
CHEKHLOV, ALEXEI1 achekhlov@growth.com, URYASEV, STANISLAV2 uryasev@ufl.edu, ZABARANKIN, MICHAEL2 zabarank@ufl.edu
Publikováno v:
International Journal of Theoretical & Applied Finance. Feb2005, Vol. 8 Issue 1, p13-58. 46p.
Autor:
Krokhmal, Pavlo1 krokhmal@engineering.uiowa.edu, Uryasev, Stanislav2 uryasev@ufl.edu
Publikováno v:
Annals of Operations Research. Jul2007, Vol. 152 Issue 1, p193-225. 33p. 1 Diagram, 6 Charts, 5 Graphs.
Autor:
Uryasev, Stanislav1
Publikováno v:
Annals of Operations Research. 1995, Vol. 56 Issue 1-4, p287-311. 25p.
A volatile closing basis prevents class I hedgers from locking in a minimum price. The closing basis is composed of an "acceleration" and "mover" effect. The mover effect always works to the producer's advantage unlike the acceleration effect. This r
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c61b0bb09718e0c33ef65a70e2b0c687
RISK BALANCING STRATEGIES IN THE FLORIDA DAIRY INDUSTRY: AN APPLICATION OF CONDITIONAL VALUE AT RISK
Legislation has prompted changes in milk price volatility. Milk price volatility impacts the producer's exposure to business risk which is compound by the firms financial risk. Financial risk is a function of the firms capital structure. In the short
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b977baa8fef65414d869e7f77e090bc4