# Risk and Portfolio Optimization

**Type:** Topics  
**Canonical URL:** https://scholariq.org/topics/risk-and-portfolio-optimization/

## Facts

| Field | Value |
| --- | --- |
| Citations | 392,680 |
| 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. |
| Domain | Social Sciences |
| Field | Decision Sciences |
| OpenAlex ID | https://openalex.org/T11413 |
| Works | 35,556 |

## Topic papers all

- [Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance](https://scholariq.org/papers/preferred-by-all-and-preferred-by-most-decision-makers-almost-stochastic/)
- [How to Pay, Come What May: Approximation Algorithms for Demand-Robust Covering Problems](https://scholariq.org/papers/how-to-pay-come-what-may-approximation-algorithms-for-demand-robust-covering/)
- [Existence of Nash equilibrium for chance-constrained games](https://scholariq.org/papers/existence-of-nash-equilibrium-for-chance-constrained-games/)
- [A quality risk management problem: case of annual crop harvest scheduling](https://scholariq.org/papers/a-quality-risk-management-problem-case-of-annual-crop-harvest-scheduling/)
- [Some problems in determining the free risk rate of return](https://scholariq.org/papers/some-problems-in-determining-the-free-risk-rate-of-return-2/)
- [Spare parts management in closed-loop supply chains: joint optimization of inventory and maintenance policies](https://scholariq.org/papers/spare-parts-management-in-closed-loop-supply-chains-joint-optimization-of/)

## Topic researchers

Showing 12 of 20.

- [Daniel Kahneman](https://scholariq.org/researchers/daniel-kahneman/)
- [Amos Tversky](https://scholariq.org/researchers/amos-tversky/)
- [Trevor Hastie](https://scholariq.org/researchers/trevor-hastie/)
- [Joseph E. Stiglitz](https://scholariq.org/researchers/joseph-e-stiglitz/)
- [Stephen Boyd](https://scholariq.org/researchers/stephen-boyd/)
- [W. W. Cooper](https://scholariq.org/researchers/w-w-cooper/)
- [Hugh P. Possingham](https://scholariq.org/researchers/hugh-p-possingham/)
- [Robert C. Merton](https://scholariq.org/researchers/robert-c-merton/)
- [Paul A. Samuelson](https://scholariq.org/researchers/paul-a-samuelson/)
- [Carlos A. Coello Coello](https://scholariq.org/researchers/carlos-a-coello-coello/)
- [Jorge Nocedal](https://scholariq.org/researchers/jorge-nocedal/)
- [R. T. Rockafellar](https://scholariq.org/researchers/r-t-rockafellar/)

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Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.