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Elena A. Medova

11 works· latest 2011· 2 institutionscluster: provisional

h-index11

i1011

Citations490

Works here11

Most cited in this library

Planning logistics operations in the oil industry2000 · 113 citations
Global Asset Liability Management2003 · 94 citations
Long term spread option valuation and hedging2008 · 69 citations
Individual asset liability management2008 · 38 citations
Extremes in Operational Risk Management2002 · 33 citations

Works

11 shown

Asset liability management for individual households

British Actuarial Journal·2011·2 authors

26citations

Designing Minimum Guaranteed Return Funds

International series in management science/operations research/International series in operations research & management science·2011·6 authors·chapter

32citations

Planning for Retirement: Asset Liability Management for Individuals

Palgrave Macmillan UK eBooks·2011·2 authors·chapter

12citations

Individual asset liability management

Quantitative Finance·2008·2 authors

38citations

Long term spread option valuation and hedging

Journal of Banking & Finance·2008·3 authors

69citations

EMPIRICAL COPULAS FOR CDO TRANCHE PRICING USING RELATIVE ENTROPY

International Journal of Theoretical and Applied Finance·2007·3 authors

25citations

Designing minimum guaranteed return funds

Quantitative Finance·2007·6 authors

24citations

A framework to measure integrated risk

Quantitative Finance·2005·2 authors

24citations

Global Asset Liability Management

British Actuarial Journal·2003·4 authors

94citations

Extremes in Operational Risk Management

Cambridge University Press eBooks·2002·2 authors·chapter

33citations

Planning logistics operations in the oil industry

Journal of the Operational Research Society·2000·4 authors

113citations