Journal of Global Optimization · 2017 · 12 citations · 12 references
BusinessDecision SciencesRisk ManagementOptimizationRisk AssessmentStochastic ModelingRisk MeasurementRisk ModelingRisk OptimizationRisk-sensitive Decision MakingSimulation OptimizationSimulation-based OptimizationAdaptive Risk PlanningRisk Decision AnalysisRisk ThresholdsRisk-based Design OptimizationSimulation Optimization AlgorithmsSimulation-based Stochastic OptimizationValue-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
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
Business, Finance, Risk Management +14
Ant colony optimization theory: A survey
Marco Dorigo, Christian Blum · Theoretical Computer Science · 2005 · 2.3K citations · Full text