Research Topic

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.

Works
33,154
Citations
384,469
Domain
Social Sciences
Field
Decision Sciences
Subfield
Management Science and Operations Research
OpenAlex ID
T11413

Taxonomy Context

Social Sciences / Decision Sciences / Management Science and Operations Research

Related Topics

Multi-Criteria Decision MakingEfficiency Analysis Using DEAConstruction Project Management and PerformancePsychometric Methodologies and TestingGame Theory and ApplicationsAuction Theory and ApplicationsSimulation Techniques and ApplicationsStock Market Forecasting MethodsFuzzy and Soft Set TheoryData Quality and ManagementProbability and Risk ModelsOptimal Experimental Design Methods