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Results for Conditional value-at-risk

Publications & Outputs

  1. Newsvendor conditional value-at-risk minimisation: A feature-based approach under adaptive data selection

    Liu, C. & Zhu, W., 1/03/2024, In: European Journal of Operational Research. 313, 2, p. 548-564 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. A confidence interval procedure for expected shortfall risk measurement via two-level simulation

    Lan, H., Nelson, B. L. & Staum, J., 09/2010, In: Operations Research. 58, 5, p. 1481-1490 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Stability analysis of portfolio management with conditional value-at-risk

    Kaut, M., Vladimirou, H., Wallace, S. W. & Zenios, S., 2007, In: Quantitative Finance. 7, 4, p. 397-409 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review