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. RockafellarMichael ZabarankinPãnos M. PardalosJacek B. KrawczykPavlo KrokhmalR.Y. RubinsteinFredrik AnderssonDan Rosen
- Journals
- Annals of Operations Research (8 papers)Journal of Banking & Finance (6 papers)Mathematical Programming (5 papers)Optimization Letters (4 papers)Reliability Engineering & System Safety (3 papers)
- Partner nations
- United StatesUkraineAustria
In The Last Decade
Stan Uryasev
123 papers receiving 9.7k citations
Hit Papers
Peers
Comparison fields: 5 of 132
- Management Science and Operations Research 5.9k
- Finance 3.9k
- Statistics and Probability 1.0k
- General Decision Sciences 177
- Statistics, Probability and Uncertainty 681
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-authorship network
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
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 0 | |
| 2 | 2024 | 1 | |
| 3 | 2023 | 0 | |
| 4 | 2023 | 0 | |
| 5 | 2022 | 1 | |
| 6 | 2022 | 7 | |
| 7 | 2020 | 4 | |
| 8 | 2019 | 8 | |
| 9 | 2018 | 4 | |
| 10 | The CoCVaR Approach: Systemic Risk Contribution Measurement | 2018 | 0 |
| 11 | Soft Margin Support Vector Classification as Buffered Probability Minimization | 2017 | 12 |
| 12 | 2015 | 6 | |
| 13 | Convex-Concave-Convex Distributions in Application to CDO Pricing | 2012 | 1 |
| 14 | 2009 | 1 | |
| 15 | Stochastic Optimization: Algorithms and Applications (Applied Optimization, Volume 54) (Applied Optimization) | 2006 | 5 |
| 16 | 2005 | 359 | |
| 17 | 2000 | 188 | |
| 18 | 1997 | 2 | |
| 19 | 1994 | 1 | |
| 20 | 1994 | 36 |
About Stan Uryasev
Stan Uryasev is a scholar working on Management Science and Operations Research, Finance, Statistics and Probability, Statistics, Probability and Uncertainty and Numerical Analysis, having authored 133 papers that have together received 10.5k 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), Optimization and Variational Analysis (11 papers), Financial Markets and Investment Strategies (11 papers) and Advanced Optimization Algorithms Research (11 papers). The work is most often cited by research in Management Science and Operations Research (5.9k citations), Finance (3.9k citations), Statistics and Probability (1.0k citations), General Decision Sciences (177 citations) and Statistics, Probability and Uncertainty (681 citations). Stan Uryasev has collaborated with scholars based in United States, Ukraine and Austria. Frequent co-authors include R. T. Rockafellar, Michael Zabarankin, Pãnos M. Pardalos, Jacek B. Krawczyk, Pavlo Krokhmal, R.Y. Rubinstein, Fredrik Andersson, Dan Rosen, Helmut Mausser and Alexander Shapiro. Their work appears in journals such as Annals of Operations Research, Journal of Banking & Finance, Mathematical Programming, Optimization Letters and Reliability Engineering & System Safety.
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.