Conditional Value-at-Risk: Theory and Applications
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References listed on IDEAS
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Cited by:
- Avinash N. Madavan & Subhonmesh Bose, 2021. "A Stochastic Primal-Dual Method for Optimization with Conditional Value at Risk Constraints," Journal of Optimization Theory and Applications, Springer, vol. 190(2), pages 428-460, August.
- Bedi, Prateek & Nashier, Tripti, 2020. "On the investment credentials of Bitcoin: A cross-currency perspective," Research in International Business and Finance, Elsevier, vol. 51(C).
- Nafiseh Bahrami & Mohammad Reza Nikoo & Ghazi Al-Rawas & Khalifa Al-Jabri & Amir H. Gandomi, 2023. "Optimal Treated Wastewater Allocation Among Stakeholders Based on an Agent-based Approach," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(1), pages 135-156, January.
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This paper has been announced in the following NEP Reports:- NEP-RMG-2015-11-07 (Risk Management)
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