Modeling Risk for CVaR-Based Decisions in Risk Aggregation
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- Valentin Nikolaenko & Anatoly Sidorov, 2023. "Assessing the Maturity Level of Risk Management in IT Projects," Sustainability, MDPI, vol. 15(17), pages 1-19, August.
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Keywords
risk management; conditional value-at-risk ; uncertainty modeling; bilinear optimization; linear programming; risk aggregation;All these keywords.
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