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Operations research letters
Insurance / Mathematics & economics
218
Journal of banking & finance
181
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121
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111
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107
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87
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69
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67
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60
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55
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54
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53
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51
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47
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47
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45
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41
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38
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SFB 649 discussion paper
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Scandinavian actuarial journal
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ECONIS (ZBW)
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1
On approximations of data-driven chance constrained programs over Wasserstein balls
Chen, Zhi
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Operations research letters
51
(
2023
)
3
,
pp. 226-233
Persistent link: https://www.econbiz.de/10014374834
Saved in:
2
Almost exact risk budgeting with return forecasts for portfolio allocation
Bhardwaj, Avinash
;
Hanawal, Manjesh K.
;
Parthasarathy, …
- In:
Operations research letters
51
(
2023
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10014311844
Saved in:
3
Hedging-based utility risk measure customized for individual investors
Dong, Linjia
;
Yang, Zhaojun
- In:
Operations research letters
50
(
2022
)
5
,
pp. 509-512
Persistent link: https://www.econbiz.de/10013449436
Saved in:
4
Star-Shaped deviations
Righi, Marcelo Brutti
;
Moresco, Marlon Ruoso
- In:
Operations research letters
50
(
2022
)
5
,
pp. 548-554
Persistent link: https://www.econbiz.de/10013449444
Saved in:
5
A revised approach for risk-averse multi-armed bandits under CVaR criterion
Najakorn Khajonchotpanya
;
Xue, Yilin
;
Rujeerapaiboon, Napat
- In:
Operations research letters
49
(
2021
)
4
,
pp. 465-472
Persistent link: https://www.econbiz.de/10012649007
Saved in:
6
Socially responsible merchant operations : comparison of shutdown-averse CVaR and anticipated regret policies
Trivella, Alessio
;
Nadarajah, Selvaprabu
- In:
Operations research letters
49
(
2021
)
4
,
pp. 553-558
Persistent link: https://www.econbiz.de/10012649036
Saved in:
7
An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
Wu, Hao-Hsiang
;
Küçükyavuz, Simge
- In:
Operations research letters
48
(
2020
)
3
,
pp. 356-361
Persistent link: https://www.econbiz.de/10012254099
Saved in:
8
Risk quantification and validation for Bitcoin
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Operations research letters
48
(
2020
)
4
,
pp. 534-541
Persistent link: https://www.econbiz.de/10012294824
Saved in:
9
Robust assortment optimization using worst-case CVaR under the multinomial logit model
Li, Xiaolong
;
Ke, Jiannan
- In:
Operations research letters
47
(
2019
)
5
,
pp. 452-457
Persistent link: https://www.econbiz.de/10012110613
Saved in:
10
Concentration bounds for empirical conditional value-at-risk : the unbounded case
Kolla, Ravi Kumar
;
Prashanth L. A.
;
Bhat, Sanjay P.
; …
- In:
Operations research letters
47
(
2019
)
1
,
pp. 16-20
Persistent link: https://www.econbiz.de/10011991314
Saved in:
11
A closed-form solution of the Black-Litterman model with conditional value at risk
Pang, Tao
;
Karan, Cagatay
- In:
Operations research letters
46
(
2018
)
1
,
pp. 103-108
Persistent link: https://www.econbiz.de/10011807965
Saved in:
12
Vector-valued multivariate conditional value-at-risk
Meraklı, Merve
;
Küçükyavuz, Simge
- In:
Operations research letters
46
(
2018
)
3
,
pp. 300-305
Persistent link: https://www.econbiz.de/10011873363
Saved in:
13
Computing the probability of union in the image-dimensional Euclidean space for application of the multivariate quantile : image-level efficient points
Lee, Jinwook
- In:
Operations research letters
45
(
2017
)
3
,
pp. 242-247
Persistent link: https://www.econbiz.de/10011719314
Saved in:
14
Monotone trends in inventory-price control under time-consistent coherent risk measure
Yang, Jian
- In:
Operations research letters
45
(
2017
)
3
,
pp. 293-299
Persistent link: https://www.econbiz.de/10011719352
Saved in:
15
Decomposability and time consistency of risk averse multistage programs
Shapiro, Alexander
;
Ugurlu, K.
- In:
Operations research letters
44
(
2016
)
5
,
pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
Saved in:
16
A note on optimal risk sharing on image spaces
Kromer, Eduard
;
Overbeck, Ludger
- In:
Operations research letters
44
(
2016
)
2
,
pp. 202-208
Persistent link: https://www.econbiz.de/10011457296
Saved in:
17
A trade execution model under a composite dynamic coherent risk measure
Lin, Qihang
;
Chen, Xi
;
Peña, Javier
- In:
Operations research letters
43
(
2015
)
1
,
pp. 52-58
Persistent link: https://www.econbiz.de/10010486353
Saved in:
18
Risk averse submodular utility maximization
Maehara, Takanori
- In:
Operations research letters
43
(
2015
)
5
,
pp. 526-529
Persistent link: https://www.econbiz.de/10011386462
Saved in:
19
Excess invariance and shortfall risk measures
Staum, Jeremy
- In:
Operations research letters
41
(
2013
)
1
,
pp. 47-53
Persistent link: https://www.econbiz.de/10009720201
Saved in:
20
Market price-based convex risk measures : a distribution-free optimization approach
Li, Jonathan Y.
;
Kwon, Roy H.
- In:
Operations research letters
40
(
2012
)
2
,
pp. 128-133
Persistent link: https://www.econbiz.de/10009507888
Saved in:
21
Time consistency of dynamic risk measures
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 436-439
Persistent link: https://www.econbiz.de/10009716583
Saved in:
22
Bounds for nested law invariant coherent risk measures
Xin, Linwei
;
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 431-435
Persistent link: https://www.econbiz.de/10009716584
Saved in:
23
Conditional value-at-risk in portfolio optimization : coherent but fragile
Lim, Andrew E. B.
;
Shanthikumar, J. George
;
Vahn, Gah-yi
- In:
Operations research letters
39
(
2011
)
3
,
pp. 163-171
Persistent link: https://www.econbiz.de/10009160241
Saved in:
24
Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk
Sun, Lihua
;
Hong, L. Jeff
- In:
Operations research letters
38
(
2010
)
4
,
pp. 246-251
Persistent link: https://www.econbiz.de/10003984224
Saved in:
25
Internal vs. external risk measures : how capital requirements differ in practice
Eling, Martin
;
Tibiletti, Luisa
- In:
Operations research letters
38
(
2010
)
5
,
pp. 482-488
Persistent link: https://www.econbiz.de/10008658767
Saved in:
26
Deviation inequalities for an estimator of the conditional value-at-risk
Wang, Ying
;
Gao, Fuqing
- In:
Operations research letters
38
(
2010
)
3
,
pp. 236-239
Persistent link: https://www.econbiz.de/10003968684
Saved in:
27
Sample average approximation of expected value constrained stochastic programs
Wang, Wei
;
Ahmed, Shabbir
- In:
Operations research letters
36
(
2008
)
5
,
pp. 515-519
Persistent link: https://www.econbiz.de/10003786740
Saved in:
28
Polymatroids and mean-risk minimization in discrete optimization
Atamtürk, Alper
;
Narayanan, Vishnu
- In:
Operations research letters
36
(
2008
)
5
,
pp. 618-622
Persistent link: https://www.econbiz.de/10003786795
Saved in:
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