Conditional value‐at‐risk beyond finance: a survey (Q6090467)

scientific article; zbMATH DE number 7767485

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English	Conditional value‐at‐risk beyond finance: a survey	scientific article; zbMATH DE number 7767485

Statements

instance of

scholarly article

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title

Conditional value‐at‐risk beyond finance: a survey (English)

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author

Carlo Filippi

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G. Guastaroba

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Maria Grazia Speranza

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published in

International Transactions in Operational Research

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publication date

17 November 2023

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zbMATH Keywords

risk management

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literature review

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conditional value-at-risk

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optimization under uncertainty

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applications

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1111/itor.12726

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Identifiers

DOI

10.1111/itor.12726

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6090467