Social Sciences → Decision Sciences → Management Science and Operations Research

Risk and Portfolio Optimization

This cluster of papers focuses on robust optimization techniques for risk management and finance, including topics such as conditional value-at-risk, stochastic programming, portfolio optimization, uncertain data, coherent risk measures, and the Wasserstein metric. The papers explore methodologies and applications of robust optimization in addressing uncertainty and risk in financial decision-making.

34.6K works worldwide390.5K citations

Robust OptimizationRisk ManagementFinanceConditional Value-at-RiskStochastic ProgrammingPortfolio OptimizationUncertain DataCoherent Risk MeasuresWasserstein MetricConvex Optimization