Search results for "Value-at-Risk"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
61	Sen Qin	Log-optimal portfolio models with risk control of VaR and CVaR using genetic algorithms.	GEC Summit	2009	DBLP DOI BibTeX RDF	log-optimal portfolio model, genetic algorithm, value-at-risk, conditional value-at-risk, risk control
55	Kapil Agrawal	Building Efficient Frontier by CVaR minimization for Non-normal Asset Returns Using Copula Theory.	CSE	2008	DBLP DOI BibTeX RDF	Multivariate distribution, Multi-objective Evolutionary Algorithm, Portfolio Optimization, NSGA-II, Copula, Value-at-Risk, Conditional Value-at-Risk, Extreme Value Theory, conditional expectation
53	Kaijian He, Chi Xie, Kin Keung Lai	Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model.	ISNN (1)	2008	DBLP DOI BibTeX RDF	Nonlinear ensemble, Support vector regression, Wavelet analysis, Principle component analysis, Value at risk
52	Renata Mansini, Wlodzimierz Ogryczak, Maria Grazia Speranza	Conditional value at risk and related linear programming models for portfolio optimization.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Mean-risk models, Gini’s mean difference, Linear programming, Portfolio optimization, Conditional Value at Risk, Stochastic dominance
48	Kunsoo Han, Robert J. Kauffman, Barrie R. Nault	Innovator or Owner? Information Sharing, Incomplete Contracts and Governance in Financial Risk Management Systems.	HICSS	2004	DBLP DOI BibTeX RDF	financial risk management, interorganizational IS, information systems, information sharing, ownership, value-at-risk, Economic theory, incomplete contracts
46	Rüdiger Schultz, Stephan Tiedemann	Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse.	Math. Program.	2006	DBLP DOI BibTeX RDF	Mean-risk models, Mixed-integer optimization, Stochastic programming, Conditional value-at-risk
42	Honggang Xue, Chengxian Xu, Chunping Hu	An Algorithm for Portfolio's Value at Risk Based on Principal Factor Analysis.	AAIM	2005	DBLP DOI BibTeX RDF	principal factor analysis, multicollinearity, principal component analysis, value at risk
36	Stephen D. Kleban, Scott H. Clearwater	Computation-at-Risk: Assessing Job Portfolio Management Risk on Clusters.	IPDPS	2004	DBLP DOI BibTeX RDF
36	R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin	Generalized deviations in risk analysis.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	deviation measures, coherent risk measures, Risk management, portfolio optimization, value-at-risk, convex analysis, conditional value-at-risk
35	Paul Glasserman, Philip Heidelberger, Perwez Shahabuddin	Variance reduction techniques for value-at-risk with heavy-tailed risk factors.	WSC	2000	DBLP DOI BibTeX RDF
35	Gonul Uludag, Sima Uyar, Kerem Senel, Hasan Dag	Comparison of Evolutionary Techniques for Value-at-Risk Calculation.	EvoWorkshops	2007	DBLP DOI BibTeX RDF	t-distribution, Genetic Algorithm, Evolutionary Algorithm, Maximum Likelihood Estimation, Monte Carlo Simulation, Evolutionary Strategies, Value-at-Risk
33	Sona Kilianová, Georg Ch. Pflug	Optimal pension fund management under multi-period risk minimization.	Ann. Oper. Res.	2009	DBLP DOI BibTeX RDF	Pension plan, Large-scale linear programming, Multi-period risk measure, Average value-at-risk
33	Wolfram Wiesemann, Ronald Hochreiter, Daniel Kuhn 0001	A Stochastic Programming Approach for QoS-Aware Service Composition.	CCGRID	2008	DBLP DOI BibTeX RDF	Average Value-at-Risk, Quality of Service, Web Service Composition, Stochastic Programming
33	Ronald Hochreiter, Georg Ch. Pflug, David Wozabal	Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets.	System Modelling and Optimization	2005	DBLP DOI BibTeX RDF	Energy Markets, Optimal Electricity Portfolios, Average Value-at-Risk, Stochastic Optimization, Scenario Generation
32	Grazyna Trzpiot, Alicja Ganczarek	Value at Risk Using the Principal Components Analysis on the Polish Power Exchange.	GfKl	2005	DBLP DOI BibTeX RDF
32	Gordana Dmitrasinovic-Vidovic, Antony Ware	Asymptotic behaviour of mean-quantile efficient portfolios.	Finance Stochastics	2006	DBLP DOI BibTeX RDF	JEL Classification G11, C61
30	Hsio-Yi Lin, An-Pin Chen	Application of dynamic financial time-series prediction on the interval Artificial Neural Network approach with Value-at-Risk model.	IJCNN	2008	DBLP DOI BibTeX RDF
30	Gang Lu, Fushuan Wen, Chi Yung Chung 0001, Kit Po Wong	Conditional Value-at-Risk based mid-term generation operation planning in electricity market environment.	IEEE Congress on Evolutionary Computation	2007	DBLP DOI BibTeX RDF
30	Adam Krzemienowski	Risk preference modeling with conditional average: an application to portfolio optimization.	Ann. Oper. Res.	2009	DBLP DOI BibTeX RDF	Quantile risk measures, Portfolio optimization, Preference modeling, Experimental analysis, Stochastic dominance
30	He Qi-zhi	Risk Measure of Shibor Based on VAR and EGARCH.	CSSE (5)	2008	DBLP DOI BibTeX RDF
29	Jin Peng, Shengguo Li	Analysis of Different Versions of the Credibilistic Value at Risk.	FSKD (6)	2009	DBLP DOI BibTeX RDF	fuzzy risk analysis, credibilistic value at risk, fuzzy simulation, fuzzy variable, credibility theory
29	Kaijian He, Chi Xie, Kin Keung Lai	Estimating Real Estate Value-at-Risk Using Wavelet Denoising and Time Series Model.	ICCS (2)	2008	DBLP DOI BibTeX RDF	Real Estate Market, ARMA-GARCH Model, Wavelet Analysis, Value at Risk
29	Rui Jorge Almeida, Uzay Kaymak	Value-at-Risk Estimation with Fuzzy Histograms.	HIS	2008	DBLP DOI BibTeX RDF	Fuzzy Histograms, Back Testing, Risk Assessment, Value-at-Risk
28	Marina Resta, Stefano Santini	Robust Hedging of Electricity Retail Portfolios with CVaR Constraints.	MCO	2008	DBLP DOI BibTeX RDF	Supply Side, Energy Management, Robust Optimization, Conditional Value at Risk
27	Zhi Huang, Perwez Shahabuddin	New simulation methodology for risk analysis: rare-event, heavy-tailed simulations using hazard function transformations, with applications to value-at-risk.	WSC	2003	DBLP DOI BibTeX RDF
26	Lampros Kalyvas, Nikolaos Dritsakis, Costas Siriopoulos, Chris Grose	Selecting Value-at-Risk methods according to their hidden characteristics.	Oper. Res.	2004	DBLP DOI BibTeX RDF	Traditional VaR methods, Historical Simulation, Basel Committee, Back Testing
26	Min Jiang, Zhiqing Meng, Qiying Hu	A Neural Network Model on Solving Multiobjective Conditional Value-at-Risk.	ISNN (2)	2004	DBLP DOI BibTeX RDF	CVaR, Pareto efficient solutions, Loss functions, Credit risk
25	Zhen Cao, Zhi Guan, Zhong Chen 0001, Jian-bin Hu, Liyong Tang	An Economical Model for the Risk Evaluation of DoS Vulnerabilities in Cryptography Protocols.	ISPEC	2007	DBLP DOI BibTeX RDF
24	Richard Gerlach, Cathy W. S. Chen	Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models.	Stat. Comput.	2008	DBLP DOI BibTeX RDF	Mixture normal, Posterior model probability, Asymmetric volatility model, Smooth transition, Value-at-Risk, Markov chain Monte Carlo method
24	Nilay Noyan, Andrzej Ruszczynski	Valid inequalities and restrictions for stochastic programming problems with first order stochastic dominance constraints.	Math. Program.	2008	DBLP DOI BibTeX RDF	Disjunctive cuts, Stochastic programming, Valid inequalities, Conditional value at risk, Stochastic dominance
24	Ben De Prisco, Ian Iscoe, Alexander Y. Kreinin, Ahmed Nagi	A semi-analytical method for VaR and credit exposure analysis.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Portfolio distribution, Credit exposure, Portfolio compression, Large deviations, Value-at-Risk
24	Matthew Dixon, Jike Chong, Kurt Keutzer	Acceleration of market value-at-risk estimation.	SC-WHPCF	2009	DBLP DOI BibTeX RDF
23	Philippe Artzner, Freddy Delbaen, Jean-Marc Eber, David Heath, Hyejin Ku	Coherent multiperiod risk adjusted values and Bellman's principle.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	Bellman’s principle, Capital requirement, Risk-adjusted values, Stability by pasting, Time consistency, Coherence
22	Marc Rigter, Paul Duckworth, Bruno Lacerda, Nick Hawes	Lexicographic Optimisation of Conditional Value at Risk and Expected Value for Risk-Averse Planning in MDPs.	CoRR	2021	DBLP BibTeX RDF
22	Rashed Khanjani Shiraz, Madjid Tavana, Hirofumi Fukuyama	A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk.	Soft Comput.	2020	DBLP DOI BibTeX RDF
22	Adam J. Hepworth, Michael P. Atkinson, Roberto Szechtman	A sequential elimination approach to value-at-risk and conditional value-at-risk selection.	WSC	2017	DBLP DOI BibTeX RDF
22	Michael Benguigui	Valorisation d'options américaines et Value At Risk de portefeuille sur cluster de GPUs/CPUs hétérogène. (American option pricing and computation of the portfolio Value at risk on heterogeneous GPU-CPU cluster).		2015	RDF
22	L. Jeff Hong, Zhaolin Hu, Liwei Zhang	Conditional Value-at-Risk Approximation to Value-at-Risk Constrained Programs: A Remedy via Monte Carlo.	INFORMS J. Comput.	2014	DBLP DOI BibTeX RDF
22	L. Jeff Hong, Zhaolin Hu, Guangwu Liu	Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review.	ACM Trans. Model. Comput. Simul.	2014	DBLP DOI BibTeX RDF
22	So Yeon Chun, Alexander Shapiro 0001, Stan Uryasev	Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics.	Oper. Res.	2012	DBLP DOI BibTeX RDF
22	Rainer Göb	Estimating value at risk and conditional value at risk for count variables.	Qual. Reliab. Eng. Int.	2011	DBLP DOI BibTeX RDF
22	L. Jeff Hong, Guangwu Liu	Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities.	WSC	2011	DBLP DOI BibTeX RDF
22	Lihua Sun, L. Jeff Hong	Asymptotic representations for importance-sampling estimators of value-at-risk and conditional value-at-risk.	Oper. Res. Lett.	2010	DBLP DOI BibTeX RDF
22	Lihua Sun, L. Jeff Hong	A General Framework of Importance Sampling for Value-at-risk and Conditional Value-at-risk.	WSC	2009	DBLP DOI BibTeX RDF
22	Roberto Casarin, Chia-Lin Chang, Juan-Angel Jimenez-Martin, Michael McAleer, Teodosio Pérez-Amaral	Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures.	Math. Comput. Simul.	2013	DBLP DOI BibTeX RDF
22	Monica Tirea, Viorel Negru	Managing Risk Behavior on an Evolutionary Market - A Risk Limits and Value-at-Risk Measures Approach.	SYNASC	2013	DBLP DOI BibTeX RDF
22	Min Jiang, Qiying Hu, Zhiqing Meng	A Method on Solving Multiobjective Conditional Value-at-Risk.	International Conference on Computational Science	2004	DBLP DOI BibTeX RDF	CVaR, Pareto efficient solutions, Loss functions, Credit risk
22	Soumyadip Ghosh	A rate result for simulation optimization with conditional value-at-risk constraints.	WSC	2008	DBLP DOI BibTeX RDF
21	Soumyadip Ghosh, Sandeep Juneja 0001	Computing worst-case tail probabilities in credit risk.	WSC	2006	DBLP DOI BibTeX RDF
19	Ronald Hochreiter	Evolutionary Stochastic Portfolio Optimization.	Natural Computing in Computational Finance	2008	DBLP DOI BibTeX RDF
19	Jörn Dunkel, Stefan Weber 0005	Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models.	WSC	2007	DBLP DOI BibTeX RDF
19	Hai Lan, Barry L. Nelson, Jeremy Staum	A confidence interval for tail conditional expectation via two-level simulation.	WSC	2007	DBLP DOI BibTeX RDF
19	Dashan Huang, Baimin Yu, Lean Yu, Frank J. Fabozzi, Masao Fukushima	An Improved CAViaR Model for Oil Price Risk.	International Conference on Computational Science (3)	2007	DBLP DOI BibTeX RDF	CAViaR, oil price risk, exponentially weighted moving average
19	Michael B. Gordy, Sandeep Juneja 0001	Efficient simulation for risk measurement in portfolio of CDOS.	WSC	2006	DBLP DOI BibTeX RDF
19	Virgilijus Sakalauskas, Dalia Kriksciuniene	Short-Term Investment Risk Measurement Using VaR and CVaR.	International Conference on Computational Science (4)	2006	DBLP DOI BibTeX RDF
18	Yuri M. Ermoliev	Two-Stage Stochastic Programming: Quasigradient Method.	Encyclopedia of Optimization	2009	DBLP DOI BibTeX RDF	Two-stage stochastic programming problem, Dynamic two-stage stochastic programming problem, Safety constraints, Anticipation, Stochastic decomposition, Conditional-value-at-risk, Learning and adaptation
18	Gaetano Iaquinta, Fabio Lamantia, Ivar Massabò, Sergio Ortobelli Lozza	Moment based approaches to value the risk of contingent claim portfolios.	Ann. Oper. Res.	2009	DBLP DOI BibTeX RDF	Contingent claims, Delta-gamma approximation, Distributional moments, Asymmetry, Value at Risk, Heavy tails
18	Vladimir Boginski, Clayton W. Commander, Timofey Turko	Polynomial-time identification of robust network flows under uncertain arc failures.	Optim. Lett.	2009	DBLP DOI BibTeX RDF	Minimum Cost Flow problems, Quantitative risk measures, Linear programming, Network flows, Robust optimization, Conditional Value-at-Risk
18	Kaijian He, Kin Keung Lai, Sy-Ming Guu, Jinlong Zhang	A Wavelet Based Multi Scale VaR Model for Agricultural Market.	MCO	2008	DBLP DOI BibTeX RDF	financial, wavelets and fractals, risk management, time series analysis, Value at Risk
18	Jason Cong, John Lee 0002, Lieven Vandenberghe	Robust gate sizing via mean excess delay minimization.	ISPD	2008	DBLP DOI BibTeX RDF	robust gate sizing, process variation, geometric programming, conditional value-at-risk
18	Turan G. Bali, Panayiotis Theodossiou	A conditional-SGT-VaR approach with alternative GARCH models.	Ann. Oper. Res.	2007	DBLP DOI BibTeX RDF	GARCH models, Skewed generalized t distribution, Expected shortfall, Conditional value at risk
18	Kin Keung Lai, Kaijian He, Jerome Yen	Modeling VaR in Crude Oil Market: A Multi Scale Nonlinear Ensemble Approach Incorporating Wavelet Analysis and ANN.	International Conference on Computational Science (1)	2007	DBLP DOI BibTeX RDF	Nonlinear Ensemble Algorithm, Artificial Neural Network, Wavelet Analysis, Value at Risk
18	Ingo Oesterreicher, Andreas Mitschele, Frank Schlottmann, Detlef Seese	Comparison of multi-objective evolutionary algorithms in optimizing combinations of reinsurance contracts.	GECCO	2006	DBLP DOI BibTeX RDF	mean-variance-criterion, optimal reinsurance, multi-objective evolutionary algorithm, value-at-risk
17	Yan-Kui Liu, Zhi-Qiang Liu, Ying Liu 0016	Fuzzy Optimization Problems with Critical Value-at-Risk Criteria.	ISNN (2)	2007	DBLP DOI BibTeX RDF
17	Virgilijus Sakalauskas, Dalia Kriksciuniene	Evaluation of Value-at-Risk for short term investment by using Cornish-Fisher expansion.	ISDA (1)	2006	DBLP DOI BibTeX RDF
17	Xiaodao Wu, Yanfeng Sun, Yanchun Liang 0001	A Quantile-Data Mapping Model for Value-at-Risk Based on BP and Support Vector Regression.	WINE	2005	DBLP DOI BibTeX RDF
17	Rania Jammazi, Duc Khuong Nguyen	Estimating and forecasting portfolio's Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates.	J. Oper. Res. Soc.	2017	DBLP DOI BibTeX RDF
17	Julia Schaumburg	Predicting extreme value at risk: Nonparametric quantile regression with refinements from extreme value theory.	Comput. Stat. Data Anal.	2012	DBLP DOI BibTeX RDF
17	Ping-Chen Lin, Po-Chang Ko	Portfolio value-at-risk forecasting with GA-based extreme value theory.	Expert Syst. Appl.	2009	DBLP DOI BibTeX RDF
16	Lifen Jia	A New Coherent Risk Measure of Entropic Value at Risk for Uncertain Systems.	J. Uncertain Syst.	2024	DBLP DOI BibTeX RDF
16	Abroon Qazi, Mecit Can Emre Simsekler, Steven Formaneck	Supply chain risk network value at risk assessment using Bayesian belief networks and Monte Carlo simulation.	Ann. Oper. Res.	2023	DBLP DOI BibTeX RDF
16	Liao Wang, David D. Yao	Production Planning with Risk Hedging Under a Conditional Value at Risk Objective.	Oper. Res.	2023	DBLP DOI BibTeX RDF
16	Margaret P. Chapman, Michael Fauß, Kevin M. Smith	On Optimizing the Conditional Value-at-Risk of a Maximum Cost for Risk-Averse Safety Analysis.	IEEE Trans. Autom. Control.	2023	DBLP DOI BibTeX RDF
16	Masako Kishida, Masaaki Nagahara	Risk-Aware Maximum Hands-Off Control Using Worst-Case Conditional Value-at-Risk.	IEEE Trans. Autom. Control.	2023	DBLP DOI BibTeX RDF
16	Masako Kishida, Ahmet Cetinkaya	Risk-Aware Linear Quadratic Control Using Conditional Value-at-Risk.	IEEE Trans. Autom. Control.	2023	DBLP DOI BibTeX RDF
16	Kevin M. Smith, Margaret P. Chapman	On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria.	IEEE Trans. Control. Syst. Technol.	2023	DBLP DOI BibTeX RDF
16	Najmesadat Nazemi, Sophie N. Parragh, Walter J. Gutjahr	Bi-objective risk-averse facility location using a subset-based representation of the conditional value-at-risk.	CoRR	2023	DBLP DOI BibTeX RDF
16	Chien-Shuo Wu, Shiou-Chi Li, Jen-Wei Huang	Predicting Value-at-Risk with Risk-aware Mutual Attention Mechanism.	ICDM (Workshops)	2023	DBLP DOI BibTeX RDF
16	Ji Yin, Zhiyuan Zhang 0007, Panagiotis Tsiotras	Risk-Aware Model Predictive Path Integral Control Using Conditional Value-at-Risk.	ICRA	2023	DBLP DOI BibTeX RDF
16	Andre Nuñez, Felix H. Kong, Alberto González-Cantos, Robert Fitch	Risk-Aware Stochastic Ship Routing Using Conditional Value-at-Risk.	IROS	2023	DBLP DOI BibTeX RDF
16	Xuru Yang, Han Gao, Pingping Zhu, Chang Liu	Risk-Aware Motion Planning for Very-Large-Scale Robotics Systems Using Conditional Value-at-Risk.	ICIRA (7)	2023	DBLP DOI BibTeX RDF
16	José Almeida 0002, João P. Soares, Fernando Lezama, Zita A. Vale	Robust Energy Resource Management Incorporating Risk Analysis Using Conditional Value-at-Risk.	IEEE Access	2022	DBLP DOI BibTeX RDF
16	Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani	Encoded Value-at-Risk: A machine learning approach for portfolio risk measurement.	Math. Comput. Simul.	2022	DBLP DOI BibTeX RDF
16	Margaret P. Chapman, Riccardo Bonalli, Kevin M. Smith, Insoon Yang, Marco Pavone 0001, Claire J. Tomlin	Risk-Sensitive Safety Analysis Using Conditional Value-at-Risk.	IEEE Trans. Autom. Control.	2022	DBLP DOI BibTeX RDF
16	Ji Yin, Zhiyuan Zhang 0007, Panagiotis Tsiotras	Risk-Aware Model Predictive Path Integral Control Using Conditional Value-at-Risk.	CoRR	2022	DBLP DOI BibTeX RDF
16	Masako Kishida	Risk-Aware Event- and Self-Triggered Controls by Worst-Case Conditional Value-at-Risk.	CDC	2022	DBLP DOI BibTeX RDF
16	Najmesadat Nazemi, Sophie N. Parragh, Walter J. Gutjahr	Bi-objective Risk-averse Facility Location using a Subset-based Representation of the Conditional Value-at-Risk.	ICORES	2022	DBLP DOI BibTeX RDF
16	Bony Parulian Josaphat, Moch Fandi Ansori, Khreshna Syuhada	On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk.	IEEE Access	2021	DBLP DOI BibTeX RDF
16	Dilan Ahmed, Fazlollah Soleymani, Malik Zaka Ullah, Hataw Hasan	Managing the risk based on entropic value-at-risk under a normal-Rayleigh distribution.	Appl. Math. Comput.	2021	DBLP DOI BibTeX RDF
16	Margaret P. Chapman, Riccardo Bonalli, Kevin M. Smith, Insoon Yang, Marco Pavone 0001, Claire J. Tomlin	Risk-sensitive safety analysis using Conditional Value-at-Risk.	CoRR	2021	DBLP BibTeX RDF
16	Kevin M. Smith, Margaret P. Chapman	On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria.	CoRR	2021	DBLP BibTeX RDF
16	Anushri Dixit, Mohamadreza Ahmadi, Joel W. Burdick	Risk-Sensitive Motion Planning using Entropic Value-at-Risk.	ECC	2021	DBLP DOI BibTeX RDF
16	Vijaya Dixit, Manoj Kumar Tiwari	Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach.	Ann. Oper. Res.	2020	DBLP DOI BibTeX RDF
16	Anushri Dixit, Mohamadreza Ahmadi, Joel W. Burdick	Risk-Sensitive Motion Planning using Entropic Value-at-Risk.	CoRR	2020	DBLP BibTeX RDF
16	Hamidreza Arian, Mehrdad Moghimi, Ehsan Tabatabaei, Shiva Zamani	Encoded Value-at-Risk: A Predictive Machine for Financial Risk Management.	CoRR	2020	DBLP BibTeX RDF
16	A. Yu. Golubin, V. N. Gridin	Optimal Insurance Strategy Design in a Risk Process under Value-at-Risk Constraints on Capital Increments.	Autom. Remote. Control.	2020	DBLP DOI BibTeX RDF
16	E. Ruben van Beesten, Ward Romeijnders	Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk.	Math. Program.	2020	DBLP DOI BibTeX RDF
16	Liu Su, Changhyun Kwon	Risk-Averse Network Design with Behavioral Conditional Value-at-Risk for Hazardous Materials Transportation.	Transp. Sci.	2020	DBLP DOI BibTeX RDF
16	Guangli Yang, Chao Wang, Wenmin Kuang	Debt Risk Research on PPP Model Based on VAR (Value at Risk) Model.	SimuTools (1)	2020	DBLP DOI BibTeX RDF
16	Bangzhu Zhu, Shunxin Ye, Kaijian He, Julien Chevallier, Rui Xie 0004	Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach.	Ann. Oper. Res.	2019	DBLP DOI BibTeX RDF