Georg Ch. Pflug

Increasing stress on disaster-risk finance due to large floods

Brenden Jongman, Stefan Hochrainer‐Stigler, Luc Feyen et al. · Nature Climate Change · 2014 · 619 citations

Planning, Finance, Risk Management +14

Scenario tree generation for multiperiod financial optimization by optimal discretization

Georg Ch. Pflug · Mathematical Programming · 2001 · 342 citations

Business, Decision Sciences, Finance +16

A branch and bound method for stochastic global optimization

V. I. Norkin, Georg Ch. Pflug, Andrzej Ruszczyński · Mathematical Programming · 1998 · 323 citations

Natural Sciences, Industrial Engineering, Mathematics +12

Value-at-risk in portfolio optimization: properties and computational approach

Alexei A. Gaivoronski, Georg Ch. Pflug · The Journal of Risk · 2005 · 289 citations

Business, Economics, Finance +17

Ambiguity in portfolio selection

Georg Ch. Pflug, David Wozabal · Quantitative Finance · 2007 · 268 citations

Business, Finance, Financial Management +17