Journal of Banking & Finance · 2008 · 38 citations · 15 references
BusinessFinanceRisk ManagementFinancial Risk ManagementPortfolio ManagementRisk AnalysisAsset AllocationCommodity Risk ManagementMarket RiskPortfolio Risk ManagementPortfolio TheoryTemporal Dependence ModelingCommodity Portfolio HedgingDynamic Portfolio ManagementRisk Measure TheoryTime ConsistencyTime-varying Expected Returns
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Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
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Optimization of conditional value-at-risk
R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations
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Putting order in risk measures
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