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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Finance and economics discussion series"
~subject:"Risk measure"
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Search: subject_exact:"CVaR (Conditional value at risk)"
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Risk measure
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Computers & operations research : and their applications to problems of world concern ; an international journal
Finance and economics discussion series
Insurance / Mathematics & economics
139
Finance research letters
96
European journal of operational research : EJOR
85
Journal of risk
59
Journal of banking & finance
56
The North American journal of economics and finance : a journal of financial economics studies
52
Energy economics
51
International review of financial analysis
47
Economic modelling
46
Quantitative finance
45
Applied economics
41
International journal of forecasting
39
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37
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33
International review of economics & finance : IREF
31
Research in international business and finance
28
Journal of econometrics
27
Journal of empirical finance
27
Scandinavian actuarial journal
27
Journal of financial econometrics
25
Pacific-Basin finance journal
25
SpringerLink / Bücher
24
Journal of international financial markets, institutions & money
23
The journal of operational risk
23
The European journal of finance
20
International journal of theoretical and applied finance
19
Journal of mathematical finance
19
Operations research
19
Journal of economic dynamics & control
18
Mathematics of operations research
18
Mathematics and financial economics
17
Astin bulletin : the journal of the International Actuarial Association
16
Journal of forecasting
16
Management science : journal of the Institute for Operations Research and the Management Sciences
16
Operations research letters
16
Applied economics letters
15
Finance and stochastics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Risk management : a journal of risk, crisis and disaster
15
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ECONIS (ZBW)
16
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1
Evaluation of the quantiles and superquantiles of the makespan in interval valued activity networks
Meloni, Carlo
;
Pranzo, Marco
- In:
Computers & operations research : and their …
151
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014234845
Saved in:
2
Two-stage international portfolio models with higher moment risk measures
He, Xiaolei
;
Zhang, Weiguo
- In:
Computers & operations research : and their …
154
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014307335
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3
Portfolio optimization for inventory financing : copula-based approaches
Zhi, Bangdong
;
Wang, Xiaojun
;
Xu, Fangming
- In:
Computers & operations research : and their …
136
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012629571
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4
A risk-averse approach for the planning of a hybrid energy system with conventional hydropower
Çavuş, Özlem
;
Kocaman, Ayse Selin
;
Yılmaz, Özlem
- In:
Computers & operations research : and their …
126
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012425904
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5
Equitable routing of rail hazardous materials shipments using CVaR methodology
Hosseini, S. Davod
;
Verma, Manish
- In:
Computers & operations research : and their …
129
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012494763
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6
Clustering and portfolio selection problems : a unified framework
Puerto, Justo
;
Rodríguez-Madrena, Moisés
;
Scozzari, Andrea
- In:
Computers & operations research : and their …
117
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012175449
Saved in:
7
Shelter site location under multi-hazard scenarios
Ozbay, Eren
;
Çavuş, Özlem
;
Kara, Bahar Y.
- In:
Computers & operations research : and their …
106
(
2019
),
pp. 102-118
Persistent link: https://www.econbiz.de/10012014374
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8
Bridging k-sum and CVaR optimization in MILP
Filippi, Carlo
;
Ogryczak, Włodzimierz
;
Speranza, Maria …
- In:
Computers & operations research : and their …
105
(
2019
),
pp. 156-166
Persistent link: https://www.econbiz.de/10011997088
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9
Realized performance of robust portfolios : worst-case Omega vs. CVaR-related models
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
; …
- In:
Computers & operations research : and their …
104
(
2019
),
pp. 239-255
Persistent link: https://www.econbiz.de/10011991228
Saved in:
10
Stochastic maximum flow interdiction problems under heterogeneous risk preferences
Lei, Xiao
;
Shen, Siqian
;
Song, Yongjia
- In:
Computers & operations research : and their …
90
(
2018
),
pp. 97-109
Persistent link: https://www.econbiz.de/10011775269
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