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Alexei Chekhlov
Alexei Chekhlov
Other namesАлексей Чехлов, А. В. Чехлов, АВ Чехлов
Adjunct Professor, Columbia University; Physics R&D, Dassault Systemes
Verified email at nyc.rr.com - Homepage
Title
Cited by
Cited by
Year
Drawdown measure in portfolio optimization
A Chekhlov, S Uryasev, M Zabarankin
International Journal of Theoretical and Applied Finance 8 (01), 13-58, 2005
4052005
Asset and Liability Management Tools
A Chekhlov, S Uryasev, and M. Zabarankin
Risk Books, 2003
208*2003
M. Zabarankin (2000)“Portfolio Optimization with Drawdown Constraints”
A Chekhlov, S Uryasev
Asset and Liability Management Tools, 263-278, 0
198*
Kolmogorov turbulence in a random-force-driven Burgers equation
A Chekhlov, V Yakhot
Physical Review E 51 (4), R2739, 1995
1651995
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
1201996
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
1001995
Algebraic tails of probability density functions in the random-force-driven Burgers turbulence
V Yakhot, A Chekhlov
Physical review letters 77 (15), 3118, 1996
731996
Large scale drag representation in simulations of two-dimensional turbulence
S Sukoriansky, B Galperin, A Chekhlov
Physics of Fluids 11 (10), 3043-3053, 1999
561999
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
241994
Large eddy simulation of two-dimensional isotropic turbulence
S Sukoriansky, A Chekhlov, SA Orszag, B Galperin, I Staroselsky
Journal of scientific computing 11, 13-45, 1996
191996
Supply chain and finance
PM Pardalos, A Migdalas, G Baourakis
World Scientific Publishing Company Incorporated, 2004
162004
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
111993
Portfolio optimization with drawdown constraint
A Cheklov, S Uryasev, M Zabarankin
Asset and Liability Management Tools, Risk Books. London, 2003
72003
Analytical and numerical studies of Rayleigh-Taylor instability
NA Inogamov, SI Anisimov, AV Chekhlov
Proc. Third Int. Workshop Phys. Comp. Turbulent Mixing, ed R. Dautray, CEA …, 1991
71991
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
51993
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
31993
Over-and under-reaction in liquid markets
A Chekhlov
e Hedge Fund Journal, 2010
22010
Portfolio optimization with drawdown constraints
S Uryasev, M Zabarankin, A Chekhlov
Asset and Liability Management Tools, 263-278, 2004
22004
Studies of forced-dissipative turbulence in model hydrodynamics
AV Chekhlov
Princeton University, 1995
21995
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
11991
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