Modeling and optimization of risk-Reference-Cited by-同舟云学术

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Modeling and optimization of risk

Published:2011-07 Issue:2 Volume:16 Page:49-66
ISSN:1876-7354
Container-title:Surveys in Operations Research and Management Science
language:en
Short-container-title:Surveys in Operations Research and Management Science

Author:

Krokhmal Pavlo,Zabarankin Michael,Uryasev Stan

Publisher

Elsevier BV

Subject

Management Science and Operations Research,Computer Science Applications,Economics and Econometrics,Information Systems

Reference130 articles.

1. Stochastic Programming;Prékopa,1995

2. Specimen teoriae novae de mensura sortis;Bernoulli;Commentarii Academiae Scientarium Imperialis Petropolitanae,1738

3. Theory of Games and Economic Behavior;von Neumann,1953

4. Portfolio selection;Markowitz;Journal of Finance,1952

5. Introduction to Stochastic Programming;Birge,1997

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