Planning logistics operations in the oil industry MAH Dempster, NH Pedron, EA Medova, JE Scott, A Sembos Commodities, 73-100, 2022 | 175 | 2022 |
Stochastic models of control and economic dynamics IV Evstigneev, VI Arkin Academic Press, Ltd, 1987 | 159 | 1987 |
Global asset liability management MAH Dempster, M Germano, EA Medova, M Villaverde British Actuarial Journal 9 (1), 137-195, 2003 | 116 | 2003 |
Long-term spread option valuation and hedging MAH Dempster, E Medova, K Tang Commodities, 125-146, 2022 | 86 | 2022 |
Extremes in operational risk management EA Medova, MN Kyriacou This page intentionally left blank, 247, 2001 | 74 | 2001 |
Measuring risk by extreme values E Medova Risk 11, 20-26, 2000 | 68 | 2000 |
A framework to measure integrated risk EA Medova, RG Smith* Quantitative Finance 5 (1), 105-121, 2005 | 53 | 2005 |
Individual asset liability management EA Medova, JK Murphy, AP Owen, K Rehman Quantitative Finance 8 (6), 547-560, 2008 | 49 | 2008 |
Determinants of oil futures prices and convenience yields MAH Dempster, E Medova, K Tang Commodities, 27-48, 2022 | 37 | 2022 |
Chance-constrained stochastic programming forintegrated services network management EA Medova Annals of Operations Research 81 (0), 213-230, 1998 | 36 | 1998 |
Empirical copulas for CDO tranche pricing using relative entropy MAH Dempster, EA Medova, SW Yang International Journal of Theoretical and Applied Finance 10 (04), 679-701, 2007 | 35 | 2007 |
Extreme value theory: extreme values and the measurement of operational risk E Medova Operational Risk 1 (7), 13-17, 2000 | 33 | 2000 |
Designing minimum guaranteed return funds MAH Dempster, M Germano, EA Medova, MI Rietbergen, F Sandrini, ... Quantitative Finance 7 (2), 245-256, 2007 | 31 | 2007 |
Managing guarantees MAH Dempster, M Germano, EA Medova, MI Rietbergen Journal of Portfolio Management 32 (2), 51, 2006 | 29 | 2006 |
Operational risk capital allocation and integration of risks EA Medova Research Papers In Management Studies-University Of Cambridge Judge …, 2001 | 25 | 2001 |
International Series in Operations Research & Management Science P Bogetoft, L Otto, P Kall, J Mayer, M Goetschalckx, EV Denardo Benchmarking with DEA, SFA, and R., 2011 | 22 | 2011 |
Long-term interest rates and consol bond valuation MAH Dempster, EA Medova, M Villaverde Journal of Asset Management 11, 113-135, 2010 | 22 | 2010 |
10 Developing a practical yield curve model: an odyssey MAH Dempster, J Evans, E Medova Developments in macro-finance yield curve modelling, 251, 2014 | 21 | 2014 |
Comparison of sampling methods for dynamic stochastic programming MAH Dempster, EA Medova, YS Yong Stochastic Optimization Methods in Finance and Energy: New Financial …, 2011 | 19 | 2011 |
B ayesian Analysis and M arkov C hain M onte C arlo Simulation E Medova Encyclopedia of Quantitative Risk Analysis and Assessment 1, 2008 | 19 | 2008 |