Alexei Chekhlov
Alexei Chekhlov
Adjunct Professor, Columbia University; Physics R&D, Dassault Systemes
Bestätigte E-Mail-Adresse bei - Startseite
Zitiert von
Zitiert von
Drawdown measure in portfolio optimization
A Chekhlov, S Uryasev, M Zabarankin
International Journal of Theoretical and Applied Finance 8 (01), 13-58, 2005
Asset and Liability Management Tools
A Chekhlov, S Uryasev, and M. Zabarankin
Risk Books, 2003
M. Zabarankin (2000)“Portfolio Optimization with Drawdown Constraints”
A Chekhlov, S Uryasev
Asset and Liability Management Tools, 263-278, 0
Kolmogorov turbulence in a random-force-driven Burgers equation
A Chekhlov, V Yakhot
Physical Review E 51 (4), R2739, 1995
The effect of small-scale forcing on large-scale structures in two-dimensional flows
A Chekhlov, SA Orszag, S Sukoriansky, B Galperin, I Staroselsky
Physica D: Nonlinear Phenomena 98 (2-4), 321-334, 1996
Kolmogorov turbulence in a random-force-driven Burgers equation: anomalous scaling and probability density functions
A Chekhlov, V Yakhot
Physical Review E 52 (5), 5681, 1995
Algebraic tails of probability density functions in the random-force-driven Burgers turbulence
V Yakhot, A Chekhlov
Physical review letters 77 (15), 3118, 1996
Large scale drag representation in simulations of two-dimensional turbulence
S Sukoriansky, B Galperin, A Chekhlov
Physics of Fluids 11 (10), 3043-3053, 1999
Direct numerical simulation tests of eddy viscosity in two dimensions
A Chekhlov, SA Orszag, S Sukoriansky, B Galperin, I Staroselsky
Physics of Fluids 6 (7), 2548-2550, 1994
Supply chain and finance
PM Pardalos, A Migdalas, G Baourakis
World Scientific Publishing Company Incorporated, 2004
Large eddy simulation of two-dimensional isotropic turbulence
S Sukoriansky, A Chekhlov, SA Orszag, B Galperin, I Staroselsky
Journal of scientific computing 11 (1), 13-45, 1996
The theory of RTI: modulatory perturbations and mushroom-flow dynamics
SI Anisimov, AV Chekhlov, AY Dem’yanov, NA Inogamov
Russ. J. Comput. Mech 1 (2), 5-31, 1993
Analytical and numerical studies of Rayleigh-Taylor instability
NA Inogamov, SI Anisimov, AV Chekhlov
3rd Intern. Workshop on the Physics of Compressible Turbulent Mixing, 409-422, 1991
Multiplicity and uniqueness in the theory of the Rayleigh-Taylor instability-Possible steady state solutions and solution choices
NA Inogamov, AV Chekhlov
Doklady Akad Nauk Minerologia USSR 328 (3), 311-314, 1993
Multiplicity and uniqueness in the Rayleigh-Taylor instability theory: possible steady state solutions and the selection from them
NA Inogamov, AV Chekhlov
Physics-Doklady 38 (1), 32-34, 1993
Over-and under-reaction in liquid markets
A Chekhlov
e Hedge Fund Journal, 2010
Portfolio optimization with drawdown constraints
S Uryasev, M Zabarankin, A Chekhlov
Asset and Liability Management Tools, 263-278, 2004
Studies of forced-dissipative turbulence in model hydrodynamics.
AV Chekhlov
Role of short-wave perturbations in a periodic structure associated with the Rayleigh-Taylor instability
NA Inogamov, AV Chekhlov
Pisma v Zhurnal Tekhnischeskoi Fiziki 17, 58-61, 1991
Bubble Statistics: An Attempt to Analyze the Latest Technology Market Correction
A Chekhlov
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