Journal of Banking & Finance · 2002 · 119 citations · 22 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsInternational FinanceAsset AllocationAsset Return ModelingHedgingMarket RiskPortfolio TheoryVolatility ModelingCvar OptimizationForeign Exchange Risk HedgingGlobal Asset AllocationHedging Foreign Exchange RiskInternational Asset AllocationInternational Portfolio Choice
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Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
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Colin Goodall, Ian T. Jolliffe · Technometrics · 1988 · 8.7K citations
Optimization of conditional value-at-risk
R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations
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Conditional value-at-risk for general loss distributions
R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations
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