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Venues (Conferences, Journals, ...)
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GrowBag graphs for keyword ? (Num. hits/coverage)
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The graphs summarize 31 occurrences of 20 keywords
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Results
Found 217 publication records. Showing 216 according to the selection in the facets
Hits ?▲ |
Authors |
Title |
Venue |
Year |
Link |
Author keywords |
20 | Zhiqing Meng, Min Jiang, Qiying Hu |
Dynamic CVaR with multi-period risk problems. |
J. Syst. Sci. Complex. |
2011 |
DBLP DOI BibTeX RDF |
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20 | Wenqing Chen, Melvyn Sim, Jie Sun 0001, Chung-Piaw Teo |
From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization. |
Oper. Res. |
2010 |
DBLP DOI BibTeX RDF |
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20 | Xiaojiao Tong, Liqun Qi 0001, Felix F. Wu, Hui Zhou |
A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset. |
Appl. Math. Comput. |
2010 |
DBLP DOI BibTeX RDF |
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20 | Dashan Huang, Shushang Zhu, Frank J. Fabozzi, Masao Fukushima |
Portfolio selection under distributional uncertainty: A relative robust CVaR approach. |
Eur. J. Oper. Res. |
2010 |
DBLP DOI BibTeX RDF |
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20 | Pu Huang, Dharmashankar Subramanian, Jie Xu |
An importance sampling method for portfolio CVaR estimation with Gaussian copula models. |
WSC |
2010 |
DBLP DOI BibTeX RDF |
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20 | Yuelin Gao, Bo Wang, Xiaohui An |
Portfolio Model Based on CVaR Under Friction Market. |
ICEE |
2010 |
DBLP DOI BibTeX RDF |
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20 | Lei Yang, Minghui Xu, Gang Yu, Hanqin Zhang |
Supply Chain Coordination with CVaR Criterion. |
Asia Pac. J. Oper. Res. |
2009 |
DBLP DOI BibTeX RDF |
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20 | Xiaojiao Tong, Felix F. Wu, Liqun Qi 0001 |
Worst-case CVaR based portfolio optimization models with applications to scenario planning. |
Optim. Methods Softw. |
2009 |
DBLP DOI BibTeX RDF |
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20 | Youhua (Frank) Chen, Minghui Xu 0002, Zhe George Zhang |
Technical Note - A Risk-Averse Newsvendor Model Under the CVaR Criterion. |
Oper. Res. |
2009 |
DBLP DOI BibTeX RDF |
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20 | Olivier Bardou, Noufel Frikha, Gilles Pagès |
Computing VaR and CVaR using stochastic approximation and adaptive unconstrained importance sampling. |
Monte Carlo Methods Appl. |
2009 |
DBLP DOI BibTeX RDF |
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20 | Harry Zheng |
Efficient frontier of utility and CVaR. |
Math. Methods Oper. Res. |
2009 |
DBLP DOI BibTeX RDF |
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20 | Lu Cheng, Zhongping Wan, Guangmin Wang |
Bilevel newsvendor models considering retailer with CVaR objective. |
Comput. Ind. Eng. |
2009 |
DBLP DOI BibTeX RDF |
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20 | Manying Bai, Jie Ma |
The CVaR constrained stochastic programming ALM model for defined benefit pension funds. |
Int. J. Model. Identif. Control. |
2009 |
DBLP DOI BibTeX RDF |
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20 | Csaba I. Fábián |
Handling CVaR objectives and constraints in two-stage stochastic models. |
Eur. J. Oper. Res. |
2008 |
DBLP DOI BibTeX RDF |
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20 | Zhiping Chen |
Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and CVaR-based risk control. |
OR Spectr. |
2005 |
DBLP DOI BibTeX RDF |
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20 | Gordon J. Alexander, Alexandre M. Baptista |
A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model. |
Manag. Sci. |
2004 |
DBLP DOI BibTeX RDF |
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