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BusinessFinanceMathematicsFinancial EconomicsFinancial Risk ManagementPortfolio ManagementFinancial RiskPortfolio OptimizationPortfolio Risk ManagementPortfolio SelectionPortfolio TheoryValue At RiskConditional Value-at-riskConditional Value-at-risk OptimizationMean-conditional Value At Risk OptimizationPortfolio Value At RiskValue-at-risk Optimization
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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
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R. T. Rockafellar, Stan Uryasev · Journal of Banking & Finance · 2002 · 3.7K citations
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