Computers & Industrial Engineering · 2008 · 50 citations · 18 references
Inventory ManagementInventory ControlManagementBusinessProduct DistributionLogisticsSupply Chain ManagementBusiness AnalyticsBilevel Newsvendor ModelsMarketingQuantitative ManagementOperations Research
18
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