Work

Conditional value-at-risk: optimization algorithms and applications

Year: 2002

Type: conference-paper

Source: IEEE Conference on Computational Intelligence for Financial Engineering & Economics

DOI: 10.1109/cifer.2000.844598

Author: S. Uryasev

Institution: University of Florida

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1904801170

FWCI: 13.45

Cites: 12

Cited by: 382

Related to: 10