Conditional value‐at‐risk beyond finance: a survey
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Publication:6090467
Cites work
- scientific article; zbMATH DE number 5961780 (Why is no real title available?)
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Cited in
(14)- Enhanced index tracking with CVaR-based ratio measures
- A robust ordered weighted averaging loss model for portfolio optimization
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- On the non-existence of conditional value-at-risk under heavy tails and short sales
- Risk‐averse two‐stage stochastic programming for the inventory rebalancing of bike‐sharing systems
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure
- Distributional robustness and lateral transshipment for disaster relief logistics planning under demand ambiguity
- A kernel search heuristic for a fair facility location problem
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process
- Pricing decisions with different time sequences in a cross‐border dual‐channel supply chain
- Influences of risk-aversion behavior and purchasing option in a cross-border dual-channel supply chain
- Assessing value at risk with CARE, the conditional autoregressive expectile models
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