Pages that link to "Item:Q6090467"
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The following pages link to Conditional value‐at‐risk beyond finance: a survey (Q6090467):
Displaying 12 items.
- Enhanced index tracking with CVaR-based ratio measures (Q827152) (← links)
- A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
- A kernel search heuristic for a fair facility location problem (Q2668732) (← links)
- Model and efficient algorithm for the portfolio selection problem with real‐world constraints under value‐at‐risk measure (Q6056329) (← links)
- On the role of commodity futures in portfolio diversification (Q6079982) (← links)
- CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process (Q6088563) (← links)
- Pricing decisions with different time sequences in a cross‐border dual‐channel supply chain (Q6092603) (← links)
- Distributional robustness and lateral transshipment for disaster relief logistics planning under demand ambiguity (Q6146640) (← links)
- Risk‐averse two‐stage stochastic programming for the inventory rebalancing of bike‐sharing systems (Q6187239) (← links)
- A robust ordered weighted averaging loss model for portfolio optimization (Q6568483) (← links)
- Robust scheduling in a two-machine re-entrant flow shop to minimise the value-at-risk of the makespan: branch-and-bound and heuristic algorithms based on Markovian activity networks and phase-type distributions (Q6588502) (← links)
- Influences of risk-aversion behavior and purchasing option in a cross-border dual-channel supply chain (Q6659826) (← links)
