Michael Zabarankin
Author
Alternate names Michael Zabarankin, M. Zabarankin
Institution Stevens Institute of Technology
Past institutions Stevens Institute of Technology, Google (United States), University of Florida, Applied Optimization (United States)
ORCID: Yes
H-index: 23
I10-index: 51
Works count: 96
Citations count: 3,084
Generalized deviations in risk analysis
2005 · R. T. Rockafellar, Stan Uryasev, et al. · Finance and Stochastics
Drawdown Measure In Portfolio Optimization
2005 · Alexei Chekhlov, Stan Uryasev, et al. · International Journal of Theoretical and Applied Finance
Deviation Measures in Risk Analysis and Optimization
2003 · R. T. Rockafellar, Stan Uryasev, et al. · SSRN Electronic Journal