Some remarks on the value-at-risk and the conditional value-at-risk GC Pflug Probabilistic constrained optimization: Methodology and applications, 272-281, 2000 | 1193 | 2000 |
Increasing stress on disaster-risk finance due to large floods B Jongman, S Hochrainer-Stigler, L Feyen, JCJH Aerts, R Mechler, ... Nature Climate Change 4 (4), 264-268, 2014 | 636 | 2014 |
Optimization of stochastic models: the interface between simulation and optimization GC Pflug Springer Science & Business Media, 2012 | 578 | 2012 |
Modeling, measuring and managing risk GC Pflug, W Romisch World Scientific, 2007 | 565 | 2007 |
Scenario tree generation for multiperiod financial optimization by optimal discretization GC Pflug Mathematical programming 89, 251-271, 2001 | 491 | 2001 |
Value-at-risk in portfolio optimization: properties and computational approach AA Gaivoronski, G Pflug Journal of risk 7 (2), 1-31, 2005 | 455 | 2005 |
A branch and bound method for stochastic global optimization VI Norkin, GC Pflug, A Ruszczyński Mathematical programming 83, 425-450, 1998 | 451 | 1998 |
Multistage stochastic optimization GC Pflug, A Pichler Springer International Publishing, 2014 | 346 | 2014 |
Stochastic approximation and optimization of random systems L Ljung, G Pflug, H Walk Birkhäuser, 2012 | 326 | 2012 |
Ambiguity in portfolio selection G Pflug, D Wozabal Quantitative Finance 7 (4), 435-442, 2007 | 326 | 2007 |
The 1/N investment strategy is optimal under high model ambiguity GC Pflug, A Pichler, D Wozabal Journal of Banking & Finance 36 (2), 410-417, 2012 | 255 | 2012 |
Refocusing disaster aid J Linnerooth-Bayer, R Mechler, G Pflug Science 309 (5737), 1044-1046, 2005 | 247 | 2005 |
Financial scenario generation for stochastic multi-stage decision processes as facility location problems R Hochreiter, GC Pflug Annals of Operations Research 152, 257-272, 2007 | 202 | 2007 |
A distance for multistage stochastic optimization models GC Pflug, A Pichler SIAM Journal on Optimization 22 (1), 1-23, 2012 | 193 | 2012 |
Some remarks on the value-at-risk and the Conditional value-at-risk, Probabilistic Constrained Optimization: Methodology and Applications GC Pflug Kluwer Academic Publishers 38, 272-281, 2000 | 163 | 2000 |
Simulated annealing for noisy cost functions WJ Gutjahr, GC Pflug Journal of global optimization 8, 1-13, 1996 | 157 | 1996 |
Mapping the effects of drought on child stunting MW Cooper, ME Brown, S Hochrainer-Stigler, G Pflug, I McCallum, S Fritz, ... Proceedings of the National Academy of Sciences 116 (35), 17219-17224, 2019 | 137 | 2019 |
Sovereign financial disaster risk management: The case of Mexico V Cardenas, S Hochrainer, R Mechler, G Pflug, J Linnerooth-Bayer Environmental Hazards 7 (1), 40-53, 2007 | 120 | 2007 |
Dynamic generation of scenario trees GC Pflug, A Pichler Computational Optimization and Applications 62, 641-668, 2015 | 113 | 2015 |
Disaster risk management: national systems for the comprehensive management of disaster risk and financial strategies for natural disaster reconstruction K Warner, G Pflug, LA Martin, J Linnerooth-Bayer, P Freeman, R Mechler Inter-American Development Bank, 2003 | 106 | 2003 |