Stan Uryasev
Impact in
-
- Risk and Portfolio Optimization
- Finance top 0.1%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
Papers in
-
- Risk and Portfolio Optimization 65
- Multi-Criteria Decision Making 13
- Finance 46
- Stochastic processes and financial applications 31
- Financial Markets and Investment Strategies 11
- Co-authors
- R. T. Rockafellar (22 shared papers)Michael Zabarankin (21 shared papers)Alexei Chekhlov (3 shared papers)Pãnos M. Pardalos (5 shared papers)Jacek B. Krawczyk (1 shared paper)Pavlo Krokhmal (5 shared papers)R.Y. Rubinstein (1 shared paper)Dan Rosen (1 shared paper)
- Journals
- Annals of Operations Research (8 papers)Journal of Banking & Finance (6 papers)Mathematical Programming (5 papers)Optimization Letters (4 papers)Computational Optimization and Applications (3 papers)
- Partner nations
- United StatesUkraineAustria
In The Last Decade
Stan Uryasev
123 papers receiving 9.9k citations
Stan Uryasev's Hit Papers
Peers
Comparison fields: 5 of 131
- Management Science and Operations Research 6.0k
- Finance 3.9k
- Statistics and Probability 1.0k
- Statistics, Probability and Uncertainty 689
- Economics and Econometrics 2.6k
Countries citing papers authored by Stan Uryasev
This map shows the geographic impact of Stan Uryasev's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Stan Uryasev with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stan Uryasev more than expected).
Fields of papers citing papers by Stan Uryasev
This network shows the impact of papers produced by Stan Uryasev. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Stan Uryasev. The network helps show where Stan Uryasev may publish in the future.
Co-authors
The 25 scholars most cited alongside Stan Uryasev, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 133 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Optimization of conditional value-at-risk Hit paper breakdown → | 2000 | 4216 |
| 2 | Conditional value-at-risk for general loss distributions Hit paper breakdown → | 2002 | 2551 |
| 3 | 2005 | 359 | |
| 4 | 2001 | 276 | |
| 5 | 2002 | 233 | |
| 6 | 2005 | 197 | |
| 7 | 2001 | 193 | |
| 8 | 2000 | 189 | |
| 9 | 2000 | 149 | |
| 10 | 2001 | 140 | |
| 11 | 2003 | 118 | |
| 12 | 1994 | 118 | |
| 13 | 2010 | 118 | |
| 14 | 2013 | 113 | |
| 15 | 2006 | 76 | |
| 16 | 1995 | 70 | |
| 17 | 2006 | 69 | |
| 18 | 2016 | 66 | |
| 19 | 2001 | 64 | |
| 20 | 2006 | 56 |
About Stan Uryasev
Stan Uryasev is a scholar working on Management Science and Operations Research, Finance, Statistics and Probability, Economics and Econometrics and Computational Theory and Mathematics, having authored 133 papers that have together received 10.6k indexed citations. Recurring topics across this work include Risk and Portfolio Optimization (65 papers), Stochastic processes and financial applications (31 papers), Fuzzy Systems and Optimization (16 papers), Multi-Criteria Decision Making (13 papers), Probabilistic and Robust Engineering Design (12 papers), Financial Markets and Investment Strategies (11 papers), Advanced Optimization Algorithms Research (11 papers) and Optimization and Variational Analysis (11 papers). The work is most often cited by research in Management Science and Operations Research (6.0k citations), Finance (3.9k citations), Statistics and Probability (1.0k citations), Statistics, Probability and Uncertainty (689 citations) and Economics and Econometrics (2.6k citations). Stan Uryasev has collaborated with scholars based in United States, Ukraine and Austria. Frequent co-authors include R. T. Rockafellar, Michael Zabarankin, Alexei Chekhlov, Pãnos M. Pardalos, Jacek B. Krawczyk, Pavlo Krokhmal, R.Y. Rubinstein, Dan Rosen, Helmut Mausser and Fredrik Andersson. Their work appears in journals such as Annals of Operations Research, Journal of Banking & Finance, Mathematical Programming, Optimization Letters and Computational Optimization and Applications.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.