X
Search Filters
Format Format
Format Format
X
Sort by Item Count (A-Z)
Filter by Count
Journal Article (737) 737
Conference Proceeding (152) 152
Dissertation (33) 33
Publication (32) 32
Book Chapter (19) 19
Magazine Article (6) 6
Book / eBook (1) 1
Government Document (1) 1
more...
Subjects Subjects
Subjects Subjects
X
Sort by Item Count (A-Z)
Filter by Count
cvar (483) 483
optimization (194) 194
risk (140) 140
conditional value-at-risk (131) 131
var (118) 118
operations research & management science (99) 99
risk management (98) 98
studies (97) 97
uncertainty (96) 96
conditional value at risk (90) 90
value-at-risk (80) 80
mathematical models (71) 71
economics (66) 66
analysis (57) 57
risk assessment (55) 55
risk aversion (55) 55
engineering, electrical & electronic (53) 53
portfolio (52) 52
reactive power (52) 52
stochastic programming (52) 52
management (51) 51
model (51) 51
portfolio optimization (51) 51
markets (47) 47
stochastic processes (45) 45
models (43) 43
portfolio management (41) 41
contracts (38) 38
linear programming (38) 38
portfolio choice, investment decisions (37) 37
portfolios (36) 36
engineering, industrial (35) 35
supply chains (35) 35
electricity market (34) 34
mathematics, applied (34) 34
decision making (33) 33
investment analysis (33) 33
mathematics (31) 31
algorithms (30) 30
operations research/decision theory (30) 30
投资组合 (30) 30
electricity (29) 29
portfolio selection (28) 28
programming (28) 28
selection (28) 28
wind power (28) 28
mathematical optimization (27) 27
economic models (26) 26
mathematics, interdisciplinary applications (26) 26
supply chain management (26) 26
computer simulation (25) 25
electricity supply industry (25) 25
methods (25) 25
stochastic models (25) 25
wind power generation (25) 25
business, finance (24) 24
investments (24) 24
mathematical model (24) 24
strategy (24) 24
electric power generation (23) 23
stochasticity (23) 23
computer science, interdisciplinary applications (22) 22
usage (22) 22
coordination (21) 21
demand response (21) 21
energy (21) 21
energy & fuels (21) 21
asset allocation (20) 20
conditional value (20) 20
mathematical analysis (20) 20
risk analysis (20) 20
supply chain (20) 20
demand (19) 19
engineering, manufacturing (18) 18
generation (18) 18
operations research (18) 18
robust optimization (18) 18
风险度量 (18) 18
风险管理 (18) 18
case studies (17) 17
copula (17) 17
cvar criterion (17) 17
decisions (17) 17
financing policy, financial risk and risk management, capital and ownership structure, value of firms, goodwill (17) 17
pricing (17) 17
statistics & probability (17) 17
value at risk (17) 17
asset pricing, trading volume, bond interest rates (16) 16
europe (16) 16
risk-averse (16) 16
costs (15) 15
energy management (15) 15
finance (15) 15
game theory (15) 15
green & sustainable science & technology (15) 15
investment (15) 15
newsvendor model (15) 15
northern america (15) 15
policies (15) 15
robustness (15) 15
more...
Language Language
Language Language
X
Sort by Item Count (A-Z)
Filter by Count
English (652) 652
Chinese (250) 250
Korean (5) 5
Portuguese (5) 5
Spanish (2) 2
German (1) 1
Japanese (1) 1
Persian (1) 1
Polish (1) 1
Russian (1) 1
more...
Publication Date Publication Date
Click on a bar to filter by decade
Slide to change publication date range


Symmetry, 08/2019, Volume 11, Issue 8, p. 1055
We introduce and discuss a dynamics of interaction of risky assets in a portfolio by resorting to methods of statistical mechanics developed to model the... 
Efficient frontier | CVaR | kinetic theory
Journal Article
Zhongguo Dianji Gongcheng Xuebao/Proceedings of the Chinese Society of Electrical Engineering, ISSN 0258-8013, 01/2012, Volume 32, Issue 1, pp. 56 - 63
Journal Article
Borsa Istanbul Review, ISSN 2214-8450, 2018
This paper examines risk, return and portfolio diversification at the industry level in four member countries of the ASEAN for which required data are... 
Portfolio optimization | Risks | Returns | ASEAN | CVaR
Journal Article
European Journal of Operational Research, ISSN 0377-2217, 07/2019, Volume 276, Issue 2, pp. 781 - 789
The multi-period mean-Conditional Value-at-Risk (mean-CVaR) portfolio decision model is prone to time inconsistency problems that drive CVaR investors away... 
Conditional Value-at-Risk | Investment analysis | Self-coordination strategy | Multi-period mean-CVaR portfolio selection | Time-consistent strategy | OPERATIONS RESEARCH & MANAGEMENT SCIENCE | CONSTRAINTS | OPTIMIZATION | CVAR | Integer programming | Usage | Financial risk | Analysis
Journal Article
International Journal of Production Economics, ISSN 0925-5273, 01/2020, Volume 219, pp. 66 - 81
Option contracts are used commonly in business to tackle difficulties in working capital shortage and hedge market risks. In this paper, we consider option... 
Supply chain finance | Option contract | Stackelberg game | Transfer of risk | Supply chain coordination | Conditional value-at-risk (CVaR)
Journal Article
IEEE Transactions on Smart Grid, ISSN 1949-3053, 01/2015, Volume 6, Issue 1, pp. 135 - 146
Journal Article
Physica A: Statistical Mechanics and its Applications, ISSN 0378-4371, 11/2010, Volume 389, Issue 21, pp. 4918 - 4928
This paper introduces GARCHEVT-Copula model and applies it to study the risk of foreign exchange portfolio. Multivariate Copulas, including Gaussian, t and... 
GARCHEVT-Copula model | Exchange rate | Portfolio risk | VaR and CVaR
Journal Article
IEEE Transactions on Sustainable Energy, ISSN 1949-3029, 7/2019, pp. 1 - 1
Due to the uncertainty of wind power and load as well as reserve price fluctuation, a new challenge is brought to the optimization of system reserve. Existing... 
improved Benders decomposition | wind-hydro-thermal system | quantifying reserve | prediction error tolerance | multiple CVaR indicators
Journal Article
IEEE Transactions on Power Systems, ISSN 0885-8950, 05/2015, Volume 30, Issue 3, pp. 1222 - 1232
This paper addresses the formulation and solution of an optimal energy storage management problem under risk consideration and transaction costs of trading... 
Electricity | Wind speed | Stochastic processes | Wind power generation | risk | Conditional value-at-risk (CVaR) optimization | Energy storage | Load modeling | energy storage | POWER-SYSTEM | OPTIMIZATION | MODEL | ENGINEERING, ELECTRICAL & ELECTRONIC
Journal Article
Advanced Materials Research, ISSN 1022-6680, 2013, Volume 724-725, pp. 649 - 654
Conference Proceeding
International Journal of Production Economics, ISSN 0925-5273, 02/2015, Volume 160, pp. 220 - 229
Journal Article
International Journal of Production Research, ISSN 0020-7543, 06/2014, Volume 52, Issue 12, pp. 3518 - 3537
Journal Article
European Journal of Operational Research, ISSN 0377-2217, 01/2020, Volume 280, Issue 1, pp. 266 - 278
Robust optimization approaches have been widely used to address uncertainties in radiation therapy treatment planning problems. Because of the unknown... 
OR in medicine | Tumor shrinkage | Radiation therapy planning | CVaR | Risk management
Journal Article
中国管理科学, ISSN 1003-207X, 2016, Volume 24, Issue 7, pp. 27 - 35
Journal Article
中国管理科学, ISSN 1003-207X, 2016, Issue 7, pp. 27 - 35
Journal Article
齐齐哈尔大学学报:哲学社会科学版, ISSN 1008-2638, 2016, Issue 10, pp. 16 - 20
Journal Article
Operations Research Letters, ISSN 0167-6377, 03/2019, Volume 47, Issue 2, pp. 130 - 132
In this letter, we study the derivatives and subderivatives of (bPOE), in which we provide the mathematical expressions with rigorous proofs for the case when... 
Buffered probability of exceedance | Gradient | CVaR | Quasigradient | RISK | OPERATIONS RESEARCH & MANAGEMENT SCIENCE
Journal Article
No results were found for your search.

Cannot display more than 1000 results, please narrow the terms of your search.