Routing hazardous materials on time-dependent networks using conditional value-at-risk

Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 8.9K citations

Empirical Finance, Financial Risk Management, Risk Metric +22

Optimization of conditional value-at-risk

R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.3K citations

Mathematical Programming, Risk Metric, Constrained Optimization +20

Conditional value-at-risk for general loss distributions

R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.6K citations

Engineering, Value-at-risk, Financial Risk Management +8

Transportation Research Board

Max S. Baucus · The Mathematics Enthusiast · 1982 · 2.8K citations · Full text

Engineering, Transportation Research Board, Transportation System +9

An Appraisal of Some Shortest-Path Algorithms

Stuart E. Dreyfus · Operations Research · 1969 · 994 citations

Mathematical Programming, Engineering, Shortest-path Algorithms +21