Pflug G
Pflug G
Professor Statistics and OR
Verified email at univie.ac.at
Title
Cited by
Cited by
Year
Some remarks on the value-at-risk and the conditional value-at-risk
GC Pflug
Probabilistic constrained optimization, 272-281, 2000
10272000
Optimization of stochastic models: the interface between simulation and optimization
GC Pflug
Springer Science & Business Media, 2012
5342012
Modeling, measuring and managing risk
GC Pflug, W Romisch
World Scientific, 2007
4922007
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
4532014
Scenario tree generation for multiperiod financial optimization by optimal discretization
GC Pflug
Mathematical programming 89 (2), 251-271, 2001
4522001
A branch and bound method for stochastic global optimization
VI Norkin, GC Pflug, A Ruszczyński
Mathematical programming 83 (1), 425-450, 1998
4021998
Value-at-risk in portfolio optimization: properties and computational approach
AA Gaivoronski, G Pflug
Journal of risk 7 (2), 1-31, 2005
3912005
Stochastic approximation and optimization of random systems
L Ljung, G Pflug, H Walk
Birkhäuser, 2012
2782012
Multistage stochastic optimization
GC Pflug, A Pichler
Springer International Publishing, 2014
2332014
Ambiguity in portfolio selection
G Pflug, D Wozabal
Quantitative Finance 7 (4), 435-442, 2007
2262007
Refocusing disaster aid
J Linnerooth-Bayer, R Mechler, G Pflug
Science 309 (5737), 1044-1046, 2005
2242005
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
1942012
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
R Hochreiter, GC Pflug
Annals of Operations Research 152 (1), 257-272, 2007
1742007
Simulated annealing for noisy cost functions
WJ Gutjahr, GC Pflug
Journal of global optimization 8 (1), 1-13, 1996
1521996
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
1422000
A distance for multistage stochastic optimization models
GC Pflug, A Pichler
SIAM Journal on Optimization 22 (1), 1-23, 2012
1262012
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
1082007
Disaster risk management: national systems for the comprehensive management of disaster risk financial strategies for natural disaster reconstruction
P Freeman, L Martin, J Linnerooth-Bayer, R Mechler, G Pflug, K Warner
Inter-American Development Bank, 2003
952003
On-line optimization of simulated Markovian processes
GC Pflug
Mathematics of Operations Research 15 (3), 381-395, 1990
941990
Approximations for probability distributions and stochastic optimization problems
GC Pflug, A Pichler
Stochastic optimization methods in finance and energy, 343-387, 2011
902011
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Articles 1–20