this work references cited by second hopReferences
- 1952PORTFOLIO SELECTION*18,429 cited
- 2019Theory of games and economic behavior16,777 cited
- 1999Coherent Measures of Risk8,849 cited
- 2000Optimization of conditional value-at-risk6,722 cited
- 2011Introduction to Stochastic Programming6,490 cited
- 1945Theory of Games and Economic Behavior3,970 cited
- 2002Conditional value-at-risk for general loss distributions3,847 cited
- 2002On the coherence of expected shortfall1,596 cited
- 1995Stochastic Programming1,545 cited
- 2002Convex measures of risk and trading constraints1,452 cited
- 1997An Overview of Value at Risk1,320 cited
- 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns1,215 cited
- 2002Stochastic Finance: An Introduction in Discrete Time1,215 cited
- 1996Value at risk: the new benchmark for controlling market risk1,018 cited
- 1997Introduction to Stochastic Programming968 cited
- 2002Spectral measures of risk: A coherent representation of subjective risk aversion946 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work