International Journal of Production Economics · 2011 · 31 citations · 18 references
BusinessDecision SciencesFinanceMulti-criteria Decision MakingOptimizationPortfolio ManagementMulti-criteria Decision AnalysisMulti-objective OptimizationPortfolio AnalyticsPortfolio OptimizationPortfolio SelectionPortfolio TheoryMulti-criteria OptimizationMulti-objective Portfolio SelectionOptimal Portfolio ChoicePortfolio Decision CriteriaPortfolio Selection Criteria
18
Optimization of conditional value-at-risk
R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations
Business, Finance, Risk Management +17
Portfolio Selection: Efficient Diversification of Investments
Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations