Dan Rosen

According to our database, Dan Rosen authored at least 11 papers between 1993 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Bivariate retrieval from intensity of cross-correlation.

Dan Rosen, Michael B. Wakin

Signal Process., February, 2024

2005

27. Scenario-Based Risk Management Tools.

Helmut Mausser, Dan Rosen

Proceedings of the Applications of Stochastic Programming, 2005

2001

Credit risk optimization with Conditional Value-at-Risk criterion.

Fredrik Andersson, Helmut Mausser, Dan Rosen, Stanislav Uryasev

Math. Program., 2001

2000

Efficient risk/return frontiers for credit risk.

Helmut Mausser, Dan Rosen

Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering, 2000

1999

The practice of portfolio replication. A practical overview of forward and inverse problems.

Ron Dembo, Dan Rosen

Ann. Oper. Res., 1999

Beyond VaR: from measuring risk to managing risk.

Helmut Mausser, Dan Rosen

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, 1999

Beyond VaR: parametric and simulation-based risk management tools.

Helmut Mausser, Dan Rosen

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering, 1999

1997

Applications of DEA to measure the efficiency of software production at two large Canadian banks.

Joseph C. Paradi, David N. Reese, Dan Rosen

Ann. Oper. Res., 1997

Optimization As A Tool In Finance.

Ron Dembo, Dan Rosen

Proceedings of the IEEE/IAFE 1997 Computational Intelligence for Financial Engineering, 1997

1995

The Continuation Approach: A General Framework for the Analysis and Evaluation of Singular and Near-Singular Integrals.

Dan Rosen, Donald E. Cormack

SIAM J. Appl. Math., 1995

1993

Singular and Near Singular Integrals in the BEM: A Global Approach.

Dan Rosen, Donald E. Cormack

SIAM J. Appl. Math., 1993