Risk and Portfolio Optimization

Field	Decision Sciences
Subfield	Management Science and Operations Research
Domain	Social Sciences
OpenAlex	T11413

Smeal faculty

• Keith J. Crocker - score 1.0
• Nan Zhu - score 1.0

Papers

• The Theory of Risk Classification (2000) - cites 49
• Optimal Economic Capital Under the Consideration of Systemic Risk (2013) - cites 2