Concepedia

Dynamic Risk Limits

Dynamic Risk Limits is a risk management framework that distinguishes itself from static or fixed risk limit approaches by continuously adapting risk thresholds in response to evolving market conditions, asset dynamics, or organizational risk tolerances through quantifiable feedback mechanisms or predictive models.

7

Publications

196

Citations

16

Authors

11

Institutions

Publications per year

2017–2026

3

Parents

Publications

7

Dynamic limit pricing and internal finance

Kenneth L. Judd, Bruce C. Petersen · Journal of Economic Theory · 1986 · 53 citations

, , +11

Safety management of waterway congestions under dynamic risk conditions—A case study of the Yangtze River

Xinping Yan, Chengpeng Wan, Di Zhang et al. · Applied Soft Computing · 2017 · 36 citations · Full text

, , +13

Optimal Dynamic Trading Strategies with Risk Limits

Domenico Cuoco, Hua He, Sergey Isaenko · Operations Research · 2007 · 27 citations

, , +17

A risk-adjusted EWMA chart with dynamic probability control limits for monitoring survival time

Elahe Tighkhorshid, Amirhossein Amiri, Farzad Amirkhani · Communications in Statistics - Simulation and Computation · 2019 · 21 citations

, , +14

Optimal Dynamic rading Strategies with Risk Limits

Domenico Cuoco, Hua He, Sergei Issaenko · 2001 · 21 citations

, , +17

1–5 of 7

Authors

16

  1. DC
    Domenico Cuoco

    University of Pennsylvania, United States

    2 publications · 48 citations

    2

    h-index

  2. WH
    William H. Woodall

    Virginia Tech, United States

    2 publications · 38 citations

    2

    h-index

  3. HH
    Hua He

    Cincinnati Children's Hospital Medical Center, United States

    2 publications · 48 citations

    2

    h-index

  4. XZ
    Xiang Zhang

    Chongqing University of Technology, China

    2 publications · 38 citations

    2

    h-index

  5. XY
    Xinping Yan

    Wuhan University of Technology, China

    1 publications · 36 citations

    1

    h-index

1–5 of 16

Institutions

11

  1. Virginia Tech

    Blacksburg, United States

    2 h-index

    4 publications

    76 citations

  2. Pfizer (United States)

    New York, United States

    1 h-index

    1 publications

    21 citations

  3. University of Pennsylvania

    Philadelphia, United States

    1 h-index

    1 publications

    27 citations

  4. Decision Sciences (United States)

    Fort Walton Beach, United States

    1 h-index

    1 publications

    53 citations

  5. Shahed University

    Tehran, Iran

    1 h-index

    3 publications

    63 citations

  6. Wuhan University of Technology

    Wuhan, China

    1 h-index

    3 publications

    108 citations

  7. Concordia University

    Montreal, Canada

    1 h-index

    1 publications

    27 citations

  8. Yale University

    New Haven, United States

    1 h-index

    1 publications

    27 citations

1–8 of 11

Venues

  1. Statistics in Medicine

    1 publications · 21 citations

    1

    h-index

  2. Applied Soft Computing

    1 publications · 36 citations

    1

    h-index

  3. 1

    h-index

  4. Journal of Economic Theory

    JET · 1 publications · 53 citations

    1

    h-index

  5. Operations Research

    1 publications · 27 citations

    1

    h-index

1–5