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BusinessDecision SciencesRisk ManagementDisaster PreparednessDisaster Risk ReductionRisk AnalysisDisaster Risk AssessmentNatural Disaster RiskRisk OptimizationRisk-sensitive Decision MakingStochastic OptimizationStochastic ProgrammingMultistage Stochastic ProgrammingTwo-stage Stochastic OptimizationTwo-stage Stochastic Programming
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Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text
Business, Finance, Risk Management +14
Optimization of conditional value-at-risk
R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations
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R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations
Business, Finance, Risk Management +14
Introduction to Stochastic Programming
J M Wilson · Journal of the Operational Research Society · 1998 · 1.7K citations