Long-only equal risk contribution portfolios for CVaR under discrete distributions von Mausser, Helmut, Romanko, Oleksandr

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Robust scenario-based value-at-risk optimization von Romanko, Oleksandr, Mausser, Helmut

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A heuristic to minimax absolute regret for linear programs with interval objective function coefficients von Mausser, Helmut E., Laguna, Manuel

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Portfolio credit-risk optimization von Iscoe, Ian, Kreinin, Alexander, Mausser, Helmut, Romanko, Oleksandr

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Credit risk optimization with Conditional Value-at-Risk criterion von Andersson, Fredrik, Mausser, Helmut, Rosen, Dan, Uryasev, Stanislav

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Comparison of neural and heuristic methods for a timetabling problem von Mausser, Helmut E., Magazine, Michael J.

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Chapter 16 Economic Credit Capital Allocation and Risk Contributions von Mausser, Helmut, Rosen, Dan

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Calculating Quantile-Based Risk Analytics with L-Estimators von MAUSSER, HELMUT

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Application of an Annealed Neural Network to a Timetabling Problem von Mausser, Helmut E, Magazine, Michael J, Moore, John B

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Actively managing tracking error von Burmeister, Curt, Mausser, Helmut, Mendoza, Rafael

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Active capital management: Optimising returns in a multiple stakeholder context von Zerbs, Michael, Mausser, Helmut, Hansen, Martin

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Efficient RiskReturn Frontiers for Credit Risk von MAUSSER, HELMUT, ROSEN, DAN

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Credit risk optimization with Conditional Value-at-Risk criterion: Mathematical Programming and Finance von ANDERSSON, Fredrik, MAUSSER, Helmut, ROSEN, Dan, URYASEV, Stanislav

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Applying Scenario Optimization to Portfolio Credit Risk von Mausser, Helmut, Rosen, Dan

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ALGORITHMS FOR OPTIMIZATION OF VALUE-AT-RISK von Larsen, Nicklas, Mausser, Helmut, Uryasev, Stanislav

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The Evolution of Draft Lotteries in Professional Sports: Back to Moral Hazard? von Gerchak, Yigal, Mausser, Helmut E, Magazine, Michael J

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A new mixed integer formulation for the maximum regret problem von Mausser, Helmut E., Laguna, Manuel

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NUMERICAL SCALING METHOD FOR MATHEMATICAL PROGRAMS WITH QUADRATIC OBJECTIVES AND/OR QUADRATIC CONSTRAINTS von LUSTIG IRVIN JAY, MAUSSER HELMUT, ROMANKO OLEKSANDR

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Efficient Risk Return Frontiers for Credit Risk von MAUSSER, HELMUT, ROSEN, DAN

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METHOD OF PORTFOLIO VALUATION von MAUSSER, HELMUT, DEMBO, RON

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