A stochastic quasigradient algorithm with variable metric. - Stanislav P. Uryasev (Ann. Oper. Res., 1992)

On relaxation algorithms in computation of noncooperative equilibria. - Stanislav Uryasev; Reuven Y. Rubinstein (IEEE Trans. Autom. Control., 1994)

Derivatives of probability functions and some applications. - Stanislav Uryasev (Ann. Oper. Res., 1995)

Conditional value-at-risk: optimization algorithms and applications. - Stanislav Uryasev (CIFEr, 2000)

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

Regulatory Impacts on Credit Portfolio Management. - Ursula Theiler; Vladimir Bugera; Alla Revenko; Stanislav Uryasev (OR, 2002)

Pricing Derivative Securities in Incomplete Markets. - Sergey Sarykalin; Stan Uryasev (WSC, 2004)

29. Numerical Comparison of Conditional Value-at-Risk and Conditional Drawdown-at-Risk Approaches: Application to Hedge Funds. - Pavlo A. Krokhmal; Stan Uryasev; Grigoriy Zrazhevsky (Applications of Stochastic Programming, 2005)

Optimal Security Liquidation Algorithms. - Sergiy Butenko; Alexander Golodnikov; Stanislav Uryasev (Comput. Optim. Appl., 2005)

Generalized deviations in risk analysis. - R. Tyrrell Rockafellar; Stan Uryasev; Michael Zabarankin (Finance Stochastics, 2006)

Optimality conditions in portfolio analysis with general deviation measures. - R. Tyrrell Rockafellar; Stan Uryasev; Michael Zabarankin (Math. Program., 2006)

A sample-path approach to optimal position liquidation. - Pavlo A. Krokhmal; Stan Uryasev (Ann. Oper. Res., 2007)

The wireless network jamming problem. - Clayton W. Commander; Panos M. Pardalos; Valeriy Ryabchenko; Stan Uryasev; Grigoriy Zrazhevsky (J. Comb. Optim., 2007)

Risk Tuning with Generalized Linear Regression. - R. Tyrrell Rockafellar; Stan Uryasev; Michael Zabarankin (Math. Oper. Res., 2008)

Jamming communication networks under complete uncertainty. - Clayton W. Commander; Panos M. Pardalos; Valeriy Ryabchenko; Oleg V. Shylo; Stan Uryasev; Grigoriy Zrazhevsky (Optim. Lett., 2008)

Mathematical Programming Techniques for Sensor Networks. - Alexey Sorokin; Nikita Boyko; Vladimir Boginski; Stan Uryasev; Panos M. Pardalos (Algorithms, 2009)

Derivatives of Probability and Integral Functions: General Theory and Examples. - Stan Uryasev (Encyclopedia of Optimization, 2009)

Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization. - Churlzu Lim; Hanif D. Sherali; Stan Uryasev (Comput. Optim. Appl., 2010)

Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts. - Farid AitSahlia; Chung-Jui Wang; Victor E. Cabrera; Stan Uryasev; Clyde W. Fraisse (Ann. Oper. Res., 2011)

Robust multi-sensor scheduling for multi-site surveillance. - Nikita Boyko; Timofey Turko; Vladimir Boginski; David E. Jeffcoat; Stanislav Uryasev; Grigoriy Zrazhevsky; Panos M. Pardalos (J. Comb. Optim., 2011)

Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics. - So Yeon Chun; Alexander Shapiro 001; Stan Uryasev (Oper. Res., 2012)

Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing. - Alexander Veremyev; Peter Tsyurmasto; Stan Uryasev; R. Tyrrell Rockafellar (Comput. Manag. Sci., 2014)

Capital Asset Pricing Model (CAPM) with drawdown measure. - Michael Zabarankin; Konstantin Pavlikov; Stan Uryasev (Eur. J. Oper. Res., 2014)

Value-at-risk support vector machine: stability to outliers. - Peter Tsyurmasto; Michael Zabarankin; Stan Uryasev (J. Comb. Optim., 2014)

CVaR norm and applications in optimization. - Konstantin Pavlikov; Stan Uryasev (Optim. Lett., 2014)

CVaR (superquantile) norm: Stochastic case. - Alexander Mafusalov; Stan Uryasev (Eur. J. Oper. Res., 2016)

Two pairs of families of polyhedral norms versus ℓ p -norms: proximity and applications in optimization. - Jun-ya Gotoh; Stan Uryasev (Math. Program., 2016)

Support vector machines based on convex risk functions and general norms. - Jun-ya Gotoh; Stan Uryasev (Ann. Oper. Res., 2017)

Soft Margin Support Vector Classification as Buffered Probability Minimization. - Matthew Norton 001; Alexander Mafusalov; Stan Uryasev (J. Mach. Learn. Res., 2017)

CVaR distance between univariate probability distributions and approximation problems. - Konstantin Pavlikov; Stan Uryasev (Ann. Oper. Res., 2018)

Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk. - Danjue Shang; Victor Kuzmenko; Stan Uryasev (Ann. Oper. Res., 2018)

Preface. - Stan Uryasev; Jun-ya Gotoh (Ann. Oper. Res., 2018)

Estimation and asymptotics for buffered probability of exceedance. - Alexander Mafusalov; Alexander Shapiro 001; Stan Uryasev (Eur. J. Oper. Res., 2018)

Buffered Probability of Exceedance: Mathematical Properties and Optimization. - Alexander Mafusalov; Stan Uryasev (SIAM J. Optim., 2018)

Cardinality of Upper Average and Its Application to Network Optimization. - Matthew Norton 001; Alexander Mafusalov; Stan Uryasev (SIAM J. Optim., 2018)

How to Supplement the Safety Requirements. - Stan Uryasev; Giorgi Pertaia (WSC, 2019)

Portfolio Optimization with Expectile and Omega Functions. - Alexander Wagner; Stan Uryasev (WSC, 2019)

Maximization of AUC and Buffered AUC in binary classification. - Matthew Norton 001; Stan Uryasev (Math. Program., 2019)

Derivatives and subderivatives of buffered probability of exceedance. - Tong Zhang; Stan Uryasev; Yongpei Guan (Oper. Res. Lett., 2019)

Minimizing buffered probability of exceedance by progressive hedging. - R. Tyrrell Rockafellar; Stan Uryasev (Math. Program., 2020)

Shortest path network problems with stochastic arc weights. - Jeremy D. Jordan; Stan Uryasev (Optim. Lett., 2021)

Calculating CVaR and bPOE for common probability distributions with application to portfolio optimization and density estimation. - Matthew Norton 001; Valentyn Khokhlov; Stan Uryasev (Ann. Oper. Res., 2021)

Buffered-ranking intervals for virtual profit efficiency analysis. - Yongqiao Wang; He Ni; Stan Uryasev (Central Eur. J. Oper. Res., 2023)

Buffered and Reduced Multidimensional Distribution Functions and Their Application in Optimization. - Bogdan Grechuk; Michael Zabarankin; Alexander Mafusalov; Stan Uryasev (Optim. Lett., 2024)

Efficient and robust optimal design for quantile regression based on linear programming. - Cheng Peng; Drew P. Kouri; Stan Uryasev (Comput. Stat. Data Anal., 2024)

Nonparametric Distributional Regression via Quantile Regression. - Cheng Peng; Stan Uryasev (AISTATS, 2025)