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Risk Budgeting: Portfolio Problem Solving with Value-at-Risk
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Risk Budgeting: Portfolio Problem Solving with Value-at-Risk (2002)Risk Budgeting: Portfolio Problem Solving…Assessing the role of U.S. timberland assets in a mixed portfolio under the mean-conditional value at risk framework (2014)Assessing the role of U.S. ti…Optimizing Boat Resources at the U.S. Coast Guard: Deterministic and Stochastic Models (2012)Optimizing Boat Resources at …Modeling supplier risks using Bayesian networks (2012)Modeling supplier risks using…Mean–variance portfolio selection with ‘at-risk’ constraints and discrete distributions (2007)Mean–variance portfolio selec…Active portfolio management with benchmarking: Adding a value-at-risk constraint (2007)Active portfolio management w…PORTFOLIO SELECTION* (1952)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Risk Taking by Mutual Funds as a Response to Incentives (1997)Costly Search and Mutual Fund Flows (1998)Optimal delegated portfolio management with background risk (2007)PORTFOLIO MANAGEMENT WITH CONSTRAINTS (2007)Active portfolio management with benchmarking: A frontier based on alpha (2010)Value At Risk: The New Benchmark for Managing Financial Risk (2000)CAViaR (2004)The impact of supply chain management practices on competitive advantage and organizational performance (2004)Bayesian belief network-based framework for sourcing risk analysis during supplier selection (2015)Value-oriented supply chain risk management: you get what you expect (2016)Supply chain risk management research agenda (2018)Options, Futures and Other Derivatives (2003)Introduction to Stochastic Programming (2011)“Options, Futures, and Other Derivatives” (2016)A maritime search and rescue location analysis considering multiple criteria, with simulated demand (2017)On the Simulation-Based Reliability of Complex Emergency Logistics Networks in Post-Accident Rescues (2018)A multi-objective location analytics model for temporary emergency service center location decisions in disasters (2021)Portfolio Selection: Efficient Diversification of Investments (1959)
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  • 2007Active portfolio management with benchmarking: Adding a value-at-risk constraint81 cited
  • 2012Modeling supplier risks using Bayesian networks76 cited
  • 2012Optimizing Boat Resources at the U.S. Coast Guard: Deterministic and Stochastic Models43 cited
  • 2007Mean–variance portfolio selection with ‘at-risk’ constraints and discrete distributions38 cited
  • 2014Assessing the role of U.S. timberland assets in a mixed portfolio under the mean-conditional value at risk framework34 cited

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