Stan Uryasev
Stan Uryasev - University of Florida
Stan Uryasev at is director of the Risk Management and Financial Engineering Lab and director of the PhD Program with Concentration in Quantitative Finance at the University of Florida. His research is focused on efficient computer modeling and optimization techniques and their applications in finance and military projects. He published three books (monograph and two edited volumes) and about eighty research papers. He is a co-inventor of the Conditional Value-at-Risk and the Conditional Drawdown-at-Risk optimization methodologies. He is the founder of American Optimal Decisions (AORDA.com) developing optimization software in risk management area: VaR, CVaR, Default Probability, Drawdown, Credit Risk minimization he is also the founder of American Optimal Advisors, a registered Commodity Trading Advisor specializing in automatic day-trading of international equity indices. Stan Uryasev is a frequent speaker at academic and professional conferences. He has delivered seminars on the topics of risk management and stochastic optimization. He is on the editorial board of a number of research journals and is Editor Emeritus and Chairman of the Editorial Board of the Journal of Risk.
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