Dan Rosen - researchr alias

researchr

You are not signed in
Sign in
Sign up

Viewing Publication 1 - 11 from 11

2024

Bivariate retrieval from intensity of cross-correlationDan Rosen, Michael B. Wakin. sigpro, 215:109267, February 2024. [doi]

Phase retrieval from integrated intensity of auto-convolutionDan Rosen, Daniel Scarbrough, Jeff Squier, Michael B. Wakin. sigpro, 220:109464, 2024. [doi]

2005

27. Scenario-Based Risk Management ToolsHelmut Mausser, Dan Rosen. In Stein W. Wallace, William T. Ziemba, editors, Applications of Stochastic Programming. pages 545-574, SIAM, 2005. [doi]

2001

Credit risk optimization with Conditional Value-at-Risk criterionFredrik Andersson, Helmut Mausser, Dan Rosen, Stanislav Uryasev. mp, 89(2):273-291, 2001. [doi]

2000

Efficient risk/return frontiers for credit riskHelmut Mausser, Dan Rosen. cifer 2000: 82-85 [doi]

1999

The practice of portfolio replication. A practical overview of forward and inverse problemsRon Dembo, Dan Rosen. anor, 85:267-284, 1999. [doi]

Beyond VaR: from measuring risk to managing riskHelmut Mausser, Dan Rosen. cifer 1999: 163-178 [doi]

Beyond VaR: parametric and simulation-based risk management toolsHelmut Mausser, Dan Rosen. cifer 1999: 159-162 [doi]

1997

Clptimization As A Tool In FinanceRon Dembo, Dan Rosen. cifer 1997: 64-70 [doi]

1995

The Continuation Approach: A General Framework for the Analysis and Evaluation of Singular and Near-Singular IntegralsDan Rosen, Donald E. Cormack. siamam, 55(3):723-762, 1995. [doi]

1993

Singular and Near Singular Integrals in the BEM: A Global ApproachDan Rosen, Donald E. Cormack. siamam, 53(2):340-357, 1993. [doi]

Sign in or sign up to see more results.

runs on WebDSL