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Research article

First published 2015-11

Nonlinear Stochastic Programming Involving CVaR in the Objective and Constraints

Valerijonas Dumskis, Leonidas Sakalauskas

Informatica: An International Journal of Computing and Informatics

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Research article

First published 2023-12

Risk‐sensitive Markov decision processes with long‐run CVaR criterion

Li Xia, Luyao Zhang, Peter W. Glynn

Production and Operations Management

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Research article

First published 2010-04

EU-ETS and Nordic Electricity: A CVAR Analysis

Harrison Fell

The Energy Journal

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Research article

First published 2018

Optimizing portfolio selection problems under credibilistic CVaR criterion

Naiqi Liu, Yanju Chen, Yankui Liu

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2015-8

Hybrid NSGA-II algorithm on robust multi-objective inventory management problem

Lin Lin, Shiji Song

Transactions of the Institute of Measurement and Control

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Research article

First published 2023-03

Downside Risk and Portfolio Optimization of Energy Stocks: A Study on the Extreme Value Theory and the Vine Copula Approach

Madhusudan Karmakar, Samit Paul

The Energy Journal

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Research article

First published 2013-11

On polynomial extension of t-distribution and its financial applications

Hao Li, Alexander Melnikov

Risk and Decision Analysis

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Research article

First published 2023-01-05

RETRACTED: A CVaR optimization method for priority of hesitant fuzzy preference relation with chance constraint

Xindi Wang, Zeshui Xu, Yong Qin

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2021-04-22

The effect of underlying distribution of asset returns on efficiency in DEA models

S.M. Mirsadeghpour Zoghi, M. Sanei, G. Tohidi [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

Open access

Research article

First published 2025-2

Resource adequacy and capacity Procurement: Metrics and decision support analysis

Chris J Dent, Nestor Sanchez, Aditi Shevni [...]

Proceedings of the Institution of Mechanical Engineers,Part A: Journal of Power and Energy

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