Beyond VaR: parametric and simulation-based risk management tools. - Helmut Mausser; Dan Rosen (CIFEr, 1999)

Beyond VaR: from measuring risk to managing risk. - Helmut Mausser; Dan Rosen (CIFEr, 1999)

Efficient risk/return frontiers for credit risk. - Helmut Mausser; Dan Rosen (CIFEr, 2000)

Credit risk optimization with Conditional Value-at-Risk criterion. - Fredrik Andersson; Helmut Mausser; Dan Rosen; Stanislav Uryasev (Math. Program., 2001)

27. Scenario-Based Risk Management Tools. - Helmut Mausser; Dan Rosen (Applications of Stochastic Programming, 2005)

Computing equal risk contribution portfolios. - Helmut Mausser; Oleksandr Romanko (IBM J. Res. Dev., 2014)

Workshop on financial risk analytics. - Oleksandr Romanko; Alex Kreinin; Helmut Mausser (CASCON, 2015)

Robust scenario-based value-at-risk optimization. - Oleksandr Romanko; Helmut Mausser (Ann. Oper. Res., 2016)