Risk and Portfolio Optimization

Risk and Portfolio Optimization is a research topic within Management Science and Operations Research. Science Explorer counts 12k research works in it since 1950. 10.2% of them reached the world's top 10% most cited for their field and year.

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.

• Robust Optimization
• Risk Management
• Finance
• Conditional Value-at-Risk
• Stochastic Programming
• Portfolio Optimization
• Uncertain Data
• Coherent Risk Measures
• Wasserstein Metric
• Convex Optimization