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• W2095585777 abstract "Abstract A methodology is presented to include financial risk management in the framework of two‐stage stochastic programming for planning under uncertainty. A known probabilistic definition of financial risk is adapted to be used in this framework and its relation to downside risk is analyzed. Using these definitions, new two‐stage stochastic programming models that manage financial risk are presented. Computational issues related to these models are also discussed. © 2004 American Institute of Chemical Engineers AIChE J , 50: 963–989, 2004" @default.
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• W2095585777 date "2004-04-21" @default.
• W2095585777 modified "2023-10-14" @default.
• W2095585777 title "Managing financial risk in planning under uncertainty" @default.
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• W2095585777 doi "https://doi.org/10.1002/aic.10094" @default.
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