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Value-at-Risk and Conditional Value-at-Risk Minimization for Hazardous Materials Routing
16 references·5 citing·30 second hop
Value-at-Risk and Conditional Value-at-Risk Minimization for Hazardous Materials Routing (2013)Value-at-Risk and Conditional Value-at-Ri…Hazardous Materials Transportation (2011)Hazardous Materials Transport…Value-at-Risk vs. Conditional Value-at-Risk in Risk Management and Optimization (2008)Value-at-Risk vs. Conditional…Conditional value at risk and related linear programming models for portfolio optimization (2006)Conditional value at risk and…Chapter 9 Hazardous Materials Transportation (2006)Chapter 9 Hazardous Materials…After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures (2006)After VaR: The Theory, Estima…Risk measures for the 21st century (2004)Risk measures for the 21st ce…Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Spectral measures of risk: A …Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Probabilistic constrained optimization : methodology and applications (2000)Probabilistic constrained opt…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Catastrophe Avoidance Models for Hazardous Materials Route Planning (2000)Catastrophe Avoidance Models …Coherent Measures of Risk (1999)Coherent Measures of RiskModeling of Transport Risk for Hazardous Materials (1998)Modeling of Transport Risk fo…Simultaneous Siting and Routing in the Disposal of Hazardous Wastes (1991)Simultaneous Siting and Routi…Modeling and Analysis for Hazardous Materials Transportation: Risk Analysis, Routing/Scheduling and Facility Location (1991)Modeling and Analysis for Haz…Optimal Obnoxious Paths on a Network: Transportation of Hazardous Materials (1988)Optimal Obnoxious Paths on a …A subsidy policy to managing hazmat risk in railroad transportation network (2021)A subsidy policy to managing …A time-based model and GIS framework for assessing hazardous materials transportation risk in urban areas (2020)A time-based model and GIS fr…Risk-Averse Network Design with Behavioral Conditional Value-at-Risk for Hazardous Materials Transportation (2019)Risk-Averse Network Design wi…An analytics approach to dis-aggregate national freight data to estimate hazmat traffic on rail-links and at rail-yards in Canada (2017)An analytics approach to dis-…Robust Facility Location Problem for Hazardous Waste Transportation (2013)Robust Facility Location Prob…A Branch-Bound Algorithm for Plant Location (1966)Central Facilities Location (1970)Interactions between operational research and environmental management (1995)A multiobjective programming model for locating treatment sites and routing hazardous wastes (1998)An analytic network process approach for locating undesirable facilities: An example from Istanbul, Turkey (2007)A Dual-Based Procedure for Uncapacitated Facility Location (1978)Analytical models for locating undesirable facilities (1989)Discrete Network Location Models (2002)PORTFOLIO SELECTION* (1952)On the coherence of expected shortfall (2002)Making and Evaluating Point Forecasts (2011)Different Approaches to Risk Estimation in Portfolio Theory (2004)Minimizing CVaR and VaR for a portfolio of derivatives (2005)Coherent Approaches to Risk in Optimization Under Uncertainty (2007)Value-at-risk versus expected shortfall: A practical perspective (2004)DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION (2005)AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Multi-attribute risk assessment for risk ranking of natural gas pipelines (2008)An analytical framework for supply network risk propagation: A Bayesian network approach (2014)Role of Analytics for Operational Risk Management in the Era of Big Data (2020)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)Generalized deviations in risk analysis (2005)Frameworks and Results in Distributionally Robust Optimization (2022)Selection of supply portfolio under disruption risks (2010)Selection of resilient supply portfolio under disruption risks (2012)Supply chain resilience for single and multiple sourcing in the presence of disruption risks (2017)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 2002Spectral measures of risk: A coherent representation of subjective risk aversion946 cited
  • 2008Value-at-Risk vs. Conditional Value-at-Risk in Risk Management and Optimization389 cited
  • 1998Modeling of Transport Risk for Hazardous Materials363 cited
  • 2004Risk measures for the 21st century329 cited
  • 1991Simultaneous Siting and Routing in the Disposal of Hazardous Wastes263 cited
  • 2000Probabilistic constrained optimization : methodology and applications257 cited
  • 1991Modeling and Analysis for Hazardous Materials Transportation: Risk Analysis, Routing/Scheduling and Facility Location239 cited
  • 1988Optimal Obnoxious Paths on a Network: Transportation of Hazardous Materials234 cited
  • 2006Conditional value at risk and related linear programming models for portfolio optimization221 cited
  • 2011Hazardous Materials Transportation191 cited
  • 2000Catastrophe Avoidance Models for Hazardous Materials Route Planning189 cited
  • 2006Chapter 9 Hazardous Materials Transportation

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179 cited
  • 2006After VaR: The Theory, Estimation, and Insurance Applications of Quantile‐Based Risk Measures174 cited
  • Cited by

    • 2013Robust Facility Location Problem for Hazardous Waste Transportation63 cited
    • 2020A time-based model and GIS framework for assessing hazardous materials transportation risk in urban areas30 cited
    • 2019Risk-Averse Network Design with Behavioral Conditional Value-at-Risk for Hazardous Materials Transportation27 cited
    • 2021A subsidy policy to managing hazmat risk in railroad transportation network21 cited
    • 2017An analytics approach to dis-aggregate national freight data to estimate hazmat traffic on rail-links and at rail-yards in Canada18 cited