Dan Rosen

12 papers Journal 7Unranked 4
YearRankTypeTitle / Venue / Authors
2024 J jnl
Bivariate retrieval from intensity of cross-correlation.
Signal Process.
Dan Rosen, Michael B. Wakin
2024 J jnl
Phase retrieval from integrated intensity of auto-convolution.
Signal Process.
Dan Rosen, Daniel Scarbrough, Jeff Squier, Michael B. Wakin
2005 — ch.
27. Scenario-Based Risk Management Tools.
Applications of Stochastic Programming
Helmut Mausser, Dan Rosen
2001 J jnl
Credit risk optimization with Conditional Value-at-Risk criterion.
Math. Program.
Fredrik Andersson, Helmut Mausser, Dan Rosen, Stanislav Uryasev
2000 — conf
Efficient risk/return frontiers for credit risk.
CIFEr
Helmut Mausser, Dan Rosen
1999 — conf
Beyond VaR: from measuring risk to managing risk.
CIFEr
Helmut Mausser, Dan Rosen
1999 — conf
Beyond VaR: parametric and simulation-based risk management tools.
CIFEr
Helmut Mausser, Dan Rosen
1999 J jnl
The practice of portfolio replication. A practical overview of forward and inverse problems.
Ann. Oper. Res.
Ron Dembo, Dan Rosen
1997 J jnl
Applications of DEA to measure the efficiency of software production at two large Canadian banks.
Ann. Oper. Res.
Joseph C. Paradi, David N. Reese, Dan Rosen
1997 — conf
Optimization As A Tool In Finance.
CIFEr
Ron Dembo, Dan Rosen
1995 J jnl
The Continuation Approach: A General Framework for the Analysis and Evaluation of Singular and Near-Singular Integrals.
SIAM J. Appl. Math.
Dan Rosen, Donald E. Cormack
1993 J jnl
Singular and Near Singular Integrals in the BEM: A Global Approach.
SIAM J. Appl. Math.
Dan Rosen, Donald E. Cormack