| Some remarks on the value-at-risk and the conditional value-at-risk GC Pflug Probabilistic constrained optimization: Methodology and applications, 272-281, 2000 | 1182 | 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 | 670 | 2014 |
| Optimization of stochastic models: the interface between simulation and optimization GC Pflug Springer Science & Business Media, 2012 | 583 | 2012 |
| Modeling, measuring and managing risk GC Pflug, W Romisch World Scientific, 2007 | 581 | 2007 |
| Scenario tree generation for multiperiod financial optimization by optimal discretization GC Pflug Mathematical programming 89, 251-271, 2001 | 501 | 2001 |
| Value-at-risk in portfolio optimization: properties and computational approach AA Gaivoronski, G Pflug Journal of risk 7 (2), 1-31, 2005 | 470 | 2005 |
| A branch and bound method for stochastic global optimization VI Norkin, GC Pflug, A Ruszczyński Mathematical programming 83, 425-450, 1998 | 470 | 1998 |
| Multistage stochastic optimization GC Pflug, A Pichler Springer International Publishing, 2014 | 382 | 2014 |
| Ambiguity in portfolio selection G Pflug, D Wozabal Quantitative Finance 7 (4), 435-442, 2007 | 343 | 2007 |
| Stochastic approximation and optimization of random systems L Ljung, G Pflug, H Walk Birkhäuser, 2012 | 334 | 2012 |
| 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 | 264 | 2012 |
| Refocusing disaster aid J Linnerooth-Bayer, R Mechler, G Pflug Science 309 (5737), 1044-1046, 2005 | 262 | 2005 |
| A distance for multistage stochastic optimization models GC Pflug, A Pichler SIAM Journal on Optimization 22 (1), 1-23, 2012 | 206 | 2012 |
| 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 | 206 | 2007 |
| Simulated annealing for noisy cost functions WJ Gutjahr, GC Pflug Journal of global optimization 8, 1-13, 1996 | 166 | 1996 |
| 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 | 161 | 2000 |
| 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 | 158 | 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 | 117 | 2015 |
| On-line optimization of simulated Markovian processes GC Pflug Mathematics of Operations Research 15 (3), 381-395, 1990 | 109 | 1990 |
Stefan Hochrainer-StiglerIIASA - International Institute for Applied Systems AnalysisAdresă de e-mail confirmată pe iiasa.ac.at