Helmut Mausser

According to our database, Helmut Mausser authored at least 8 papers between 1999 and 2016.

Collaborative distances:

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

2016

Robust scenario-based value-at-risk optimization.

Oleksandr Romanko, Helmut Mausser

Ann. Oper. Res., 2016

2015

Workshop on financial risk analytics.

Oleksandr Romanko, Alex Kreinin, Helmut Mausser

Proceedings of 25th Annual International Conference on Computer Science and Software Engineering, 2015

2014

Computing equal risk contribution portfolios.

Helmut Mausser, Oleksandr Romanko

IBM J. Res. Dev., 2014

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

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