| Generalized deviations in risk analysis RT Rockafellar, S Uryasev, M Zabarankin Finance and Stochastics 10, 51-74, 2006 | 720 | 2006 |
| Drawdown measure in portfolio optimization A Chekhlov, S Uryasev, M Zabarankin International Journal of Theoretical and Applied Finance 8 (01), 13-58, 2005 | 432 | 2005 |
| Deviation measures in risk analysis and optimization RT Rockafellar, SP Uryasev, M Zabarankin University of Florida, Department of Industrial & Systems Engineering …, 2002 | 306 | 2002 |
| Convex functional analysis AJ Kurdila, M Zabarankin Springer Science & Business Media, 2006 | 290 | 2006 |
| Modeling and optimization of risk P Krokhmal, M Zabarankin, S Uryasev Surveys in operations research and management science 16 (2), 49-66, 2011 | 283 | 2011 |
| Portfolio optimization with drawdown constraints A Chekhlov, S Uryasev, M Zabarankin Supply chain and finance, 209-228, 2004 | 212 | 2004 |
| Optimal risk path algorithms M Zabarankin, S Uryasev, P Pardalos Cooperative control and optimization, 273-298, 2002 | 168 | 2002 |
| Capital asset pricing model (CAPM) with drawdown measure M Zabarankin, K Pavlikov, S Uryasev European Journal of Operational Research 234 (2), 508-517, 2014 | 156 | 2014 |
| Master funds in portfolio analysis with general deviation measures RT Rockafellar, S Uryasev, M Zabarankin Journal of Banking & Finance 30 (2), 743-778, 2006 | 154 | 2006 |
| Optimality conditions in portfolio analysis with general deviation measures RT Rockafellar, S Uryasev, M Zabarankin Mathematical Programming 108, 515-540, 2006 | 153 | 2006 |
| Aircraft routing under the risk of detection M Zabarankin, S Uryasev, R Murphey Naval Research Logistics (NRL) 53 (8), 728-747, 2006 | 126 | 2006 |
| Risk tuning with generalized linear regression RT Rockafellar, S Uryasev, M Zabarankin Mathematics of Operations Research 33 (3), 712-729, 2008 | 107 | 2008 |
| Maximum entropy principle with general deviation measures B Grechuk, A Molyboha, M Zabarankin Mathematics of Operations Research 34 (2), 445-467, 2009 | 94 | 2009 |
| Equilibrium with investors using a diversity of deviation measures RT Rockafellar, S Uryasev, M Zabarankin Journal of Banking & Finance 31 (11), 3251-3268, 2007 | 57 | 2007 |
| Value-at-risk support vector machine: stability to outliers P Tsyurmasto, M Zabarankin, S Uryasev Journal of Combinatorial Optimization 28 (1), 218-232, 2014 | 54 | 2014 |
| Risk averse decision making under catastrophic risk B Grechuk, M Zabarankin European Journal of Operational Research 239 (1), 166-176, 2014 | 48 | 2014 |
| Analysis and detection of SIMbox fraud in mobility networks I Murynets, M Zabarankin, RP Jover, A Panagia IEEE INFOCOM 2014-IEEE Conference on Computer Communications, 1519-1526, 2014 | 47 | 2014 |
| Mean‐Deviation Analysis in the Theory of Choice B Grechuk, A Molyboha, M Zabarankin Risk Analysis: An International Journal 32 (8), 1277-1292, 2012 | 47 | 2012 |
| Statistical decision problems M Zabarankin, S Uryasev AMC 10, 12, 2014 | 42 | 2014 |
| Inverse portfolio problem with mean-deviation model B Grechuk, M Zabarankin European Journal of Operational Research 234 (2), 481-490, 2014 | 38 | 2014 |
