Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference60 articles.
1. Entropic value-at-risk: a new coherent risk measure;Ahmadi-Javid;Journal of Optimization Theory and Applications,2012
2. Portfolio optimization with entropic value-at-risk;Ahmadi-Javid;European Journal of Operational Research,2019
3. Credit risk optimization with conditional value-at-risk criterion;Andersson;Mathematical Programming,2001
4. Geoda: an introduction to spatial data analysis;Anselin,2010
5. Optimal risk transfer: a numerical optimization approach;Asimit;North American Actuarial Journal,2018
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献