A new coherent multivariate average-value-at-risk
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Cites work
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Cited in
(10)- Multivariate value at risk and related topics
- Price and service-level decisions and channel coordination under disruption of social welfare responsibility degree
- A patient-centered equilibrium strategy for selecting anti-epileptic drugs in juvenile myoclonic epilepsy management
- A novel reinforcement learning based routing algorithm for energy management in networks
- Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements
- Optimal control of a queueing system
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- Designing discrete-time control-based strategies for pursuit-evasion games on the plane
- Power utility maximization problem under rough stochastic local volatility models with continuous-time Markov chain approximation
- Optimizing last-mile delivery services: a robust truck-drone cooperation model and hybrid metaheuristic algorithm
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