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551
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17.4K
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FinanceBusinessFinancial EconomicsFinancial RiskRisk ManagementEconomicsPortfolio ManagementRisk MeasurementPortfolio TheoryValue At Risk
Publications per year
1998–2026
551
551
Optimization of conditional value-at-risk
R. T. Rockafellar, Stan Uryasev · 2000 · 6.5K citations
Business, Finance, Risk Management +17
Optimal execution of portfolio transactions
Robert Almgren, Neil Chriss · 2001 · 1.6K citations
Coherent allocation of risk capital
Michel Denault · 2001 · 448 citations
Business, Finance, Risk Management +17
1–5 of 551