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Elena Medova
Elena Medova
Visiting Fellow, Statistical Laboratory, University of Cambridge & Managing Director, CSA
Verified email at cambridge-systems.com
Title
Cited by
Cited by
Year
Planning logistics operations in the oil industry
MAH Dempster, N Hicks Pedron, EA Medova, JE Scott, A Sembos
Journal of the Operational Research Society 51, 1271-1288, 2000
1692000
Stochastic models of control and economic dynamics
IV Evstigneev, VI Arkin
Academic Press, Ltd, 1987
1561987
Global asset liability management
MAH Dempster, M Germano, EA Medova, M Villaverde
British Actuarial Journal 9 (1), 137-195, 2003
1142003
Long-term spread option valuation and hedging
MAH Dempster, E Medova, K Tang
Commodities, 125-146, 2022
852022
Extremes in operational risk management
EA Medova, MN Kyriacou
Risk management: value at risk and beyond, 247-74, 2001
732001
Measuring risk by extreme values
E Medova
Risk 11, 20-26, 2000
702000
A framework to measure integrated risk
EA Medova, RG Smith*
Quantitative Finance 5 (1), 105-121, 2005
522005
Individual asset liability management
EA Medova, JK Murphy, AP Owen, K Rehman
Quantitative Finance 8 (6), 547-560, 2008
482008
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
372007
Determinants of oil futures prices and convenience yields
MAH Dempster, E Medova, K Tang
Commodities, 27-48, 2022
362022
Chance-constrained stochastic programming forintegrated services network management
EA Medova
Annals of Operations Research 81 (0), 213-230, 1998
361998
Stochastic Linear Programming: Single-stage SLP models
P Kall, J Mayer
Springer Science, 2005
342005
Extreme value theory: extreme values and the measurement of operational risk
E Medova
Operational Risk 1 (7), 13-17, 2000
332000
Designing minimum guaranteed return funds
MAH Dempster, M Germano, EA Medova, MI Rietbergen, F Sandrini, ...
Quantitative Finance 7 (2), 245-256, 2007
302007
Managing guarantees
MAH Dempster, M Germano, EA Medova, MI Rietbergen
Journal of Portfolio Management 32 (2), 51, 2006
282006
Operational risk capital allocation and integration of risks
EA Medova
Research Papers In Management Studies-University Of Cambridge Judge …, 2001
252001
10 Developing a practical yield curve model: an odyssey
MAH Dempster, J Evans, E Medova
Developments in macro-finance yield curve modelling, 251, 2014
212014
Long-term interest rates and consol bond valuation
MAH Dempster, EA Medova, M Villaverde
Journal of Asset Management 11, 113-135, 2010
212010
Comparison of sampling methods for dynamic stochastic programming
MAH Dempster, EA Medova, YS Yong
Stochastic Optimization Methods in Finance and Energy: New Financial …, 2011
182011
B ayesian Analysis and M arkov C hain M onte C arlo Simulation
E Medova
Encyclopedia of Quantitative Risk Analysis and Assessment 1, 2008
182008
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