Standout Papers
Citation Impact
Citing Papers
A Review of Metaverse’s Definitions, Architecture, Applications, Challenges, Issues, Solutions, and Future Trends
2022 Standout
A comprehensive survey on safe reinforcement learning
2015 Standout
Reverse logistics and closed-loop supply chain: A comprehensive review to explore the future
2014 Standout
Assessing energy security: An overview of commonly used methodologies
2014 Standout
A distributional code for value in dopamine-based reinforcement learning
2020 StandoutNatureNobel
Constructing Risk Measures from Uncertainty Sets
2009
Estimating variability in grain legume yields across Europe and the Americas
2015
Microeconomic Origins of Macroeconomic Tail Risks
2016 StandoutNobel
Deciphering the Liquidity and Credit Crunch 2007–2008
2009 Standout
Microeconomic Origins of Macroeconomic Tail Risks
2014 StandoutNobel
Quantifying the risk of an increase in the prices of non-energy products by combining the portfolio and input–output approaches
2010
A time-varying copula approach to oil and stock market dependence: The case of transition economies
2013 Standout
A multi-criteria approach to rating Metaverse games
2022
Convex measures of risk and trading constraints
2002
Copulas for Finance - A Reading Guide and Some Applications
2000
Competition in Electricity Markets with Renewable Energy Sources
2017 StandoutNobel
A Soft Robust Model for Optimization Under Ambiguity
2010
Climate Sensitivity Distributions Dependence on the Possibility that Models Share Biases
2010
AC-microgrids versus DC-microgrids with distributed energy resources: A review
2013 Standout
ESG disclosure and financial performance: Moderating role of ESG investors
2022 Standout
Control of Power Converters in AC Microgrids
2012 Standout
A New Capital Regulation for Large Financial Institutions
2011 StandoutNobel
Smart Operation of Smart Grid: Risk-Limiting Dispatch
2010
Extreme Correlation of International Equity Markets
2001 Standout
Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach
2014
On the network topology of variance decompositions: Measuring the connectedness of financial firms
2014 Standout
On the Value of Mix Flexibility and Dual Sourcing in Unreliable Newsvendor Networks
2005
Empirical properties of asset returns: stylized facts and statistical issues
2001 Standout
Robust Mean-Covariance Solutions for Stochastic Optimization
2007
Modeling and Forecasting Realized Volatility
2003 Standout
Multiple benefits of legumes for agriculture sustainability: an overview
2017 Standout
Risk assessment and risk management: Review of recent advances on their foundation
2015 Standout
CoVaR
2016 Standout
Constructing Uncertainty Sets for Robust Linear Optimization
2009
Robust risk management
2012
Is gold a safe haven? International evidence
2010 Standout
Mean-Variance Optimization in Markov Decision Processes
2011
Volatility, Correlation and Tails for Systemic Risk Measurement
2011 Nobel
Is gold a hedge or safe haven against oil price movements?
2013 Standout
Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
2003
Challenges in Identifying and Measuring Systemic Risk
2012 StandoutNobel
Have Your Cake and Eat It, Too: Increasing Returns While Lowering Large Risks!
2001
The fluctuating default risk of Australian banks
2012
Sensitivity analysis of Values at Risk
2000
A Probabilistic Model for Minmax Regret in Combinatorial Optimization
2013
Ambiguous chance constrained problems and robust optimization
2005
Ethical and unethical investments under extreme market conditions
2021
COHERENCE AND ELICITABILITY
2014
On the Value of Mitigation and Contingency Strategies for Managing Supply Chain Disruption Risks
2006 Standout
Modelling Asymmetric Dependence Using Copula Functions: An Application to Value-at-Risk in the Energy Sector
2009
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
2016 Standout
Improvement of Support Vector Machine Algorithm in Big Data Background
2021 Standout
Is there dependence and systemic risk between oil and renewable energy stock prices?
2014 Standout
Measuring Systemic Risk
2016 Standout
Caveat Emptor: Does Bitcoin Improve Portfolio Diversification?
2015
Credit risk optimization with Conditional Value-at-Risk criterion
2001
Distance learning techniques for ontology similarity measuring and ontology mapping
2017 Standout
Solving two-stage robust optimization problems using a column-and-constraint generation method
2013 Standout
A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem
2005
Forecasting Volatility in Financial Markets: A Review
2003 StandoutNobel
Comparative credit risk in Islamic and conventional bank
2015 Standout
Financial Market Liquidity and the Lender of Last Resort
2007
A Simple Approximate Long-Memory Model of Realized Volatility
2008 Standout
Modeling and Forecasting Electricity Loads and Prices: A Statistical Approach
2006 Standout
When more is less: Using multiple constraints to reduce tail risk
2011
Are Copula-GoF-tests of any practical use? Empirical evidence for stocks, commodities and FX futures
2010
Robust Portfolio Management
2008
From value at risk to stress testing: The extreme value approach
2000
Conditional value-at-risk for general loss distributions
2002 Standout
Measures of risk
2004
Portfolio Optimization with Drawdown Constraints
2000
Convex Approximations of Chance Constrained Programs
2006
A comparative analysis of macro stress-testing methodologies with application to Finland
2005
The Distribution of Realized Exchange Rate Volatility
2001 Standout
Conditional Value-at-Risk, spectral risk measures and (non-)diversification in portfolio selection problems – A comparison with mean–variance analysis
2013
Support vector machines based on convex risk functions and general norms
2016
Hydrogen Production From Water Electrolysis: Current Status and Future Trends
2011 Standout
On the coherence of expected shortfall
2002
The distribution of realized stock return volatility
2001 Standout
Modeling and Forecasting Realized Volatility
2001
Energy systems modeling for twenty-first century energy challenges
2014 Standout
Resilience in Business and Management Research: A Review of Influential Publications and a Research Agenda
2015 Standout
Multiple criteria decision-making techniques and their applications – a review of the literature from 2000 to 2014
2015 Standout
Beyond Markowitz with multiple criteria decision aiding
2013
Portfolio optimization with conditional value-at-risk objective and constraints
2001
Systemic risk measures: The simpler the better?
2012
Incorporating risk measures in closed-loop supply chain network design
2013
Theory and Applications of Robust Optimization
2011 Standout
Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios
2011 Standout
CREDIT CONSTRAINTS AND THE CYCLICALITY OF R&D INVESTMENT: EVIDENCE FROM FRANCE
2012 StandoutNobel
Bringing Wind Energy to Market
2012
Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards
2004 Standout
Modeling and forecasting petroleum futures volatility
2006
Risk-Sensitive Learning via Minimization of Empirical Conditional Value-at-Risk
2007
The limits of diversification when losses may be large
2007
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
2006
A Medium-Term Integrated Risk Management Model for a Hydrothermal Generation Company
2005
Trends in Microgrid Control
2014 Standout
On Kusuoka Representation of Law Invariant Risk Measures
2012
The Cross‐Section of Volatility and Expected Returns
2006 Standout
The cyclical behavior of optimal bank capital
2003
Works of Jean‐Marc Eber being referenced
Coherent Measures of Risk
1999 Standout
Coherent multiperiod risk adjusted values and Bellman’s principle
2006