Robust Optimization for Risk Management and Finance leaf node


URI

https://openalex.org/T11413

Label

Robust Optimization for Risk Management and Finance

Description

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.

Implementation

@prefix oasubfields: <https://openalex.org/subfields/> .
@prefix openalex: <https://lambdamusic.github.io/openalex-hacks/ontology/> .
@prefix owl: <http://www.w3.org/2002/07/owl#> .
@prefix rdfs: <http://www.w3.org/2000/01/rdf-schema#> .
@prefix skos: <http://www.w3.org/2004/02/skos/core#> .
@prefix xsd: <http://www.w3.org/2001/XMLSchema#> .

<https://openalex.org/T11413> a skos:Concept ;
    rdfs:label "Robust Optimization for Risk Management and Finance"@en ;
    rdfs:isDefinedBy openalex: ;
    owl:sameAs <https://en.wikipedia.org/wiki/Robust_optimization>,
        <https://openalex.org/T11413> ;
    skos:broader oasubfields:1803 ;
    skos:definition "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."@en ;
    skos:inScheme openalex: ;
    skos:prefLabel "Robust Optimization for Risk Management and Finance"@en ;
    openalex:cited_by_count 351792 ;
    openalex:works_count 19021 .