{"title":"Exploring risk management tools","authors":"K. Ng, G. Sheblé","doi":"10.1109/CIFER.2000.844601","DOIUrl":null,"url":null,"abstract":"Operations research tools vary significantly. In this paper, several operations research tools that can handle uncertainty are investigated. They include sensitivity analysis, parametric analysis, mean-variance analysis, stochastic linear programming, fuzzy linear programming, and value at risk (VaR). In addition, these tools are compared and contrasted based on their applicability, time, and technical requirements.","PeriodicalId":308591,"journal":{"name":"Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520)","volume":"16 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2000-03-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the IEEE/IAFE/INFORMS 2000 Conference on Computational Intelligence for Financial Engineering (CIFEr) (Cat. No.00TH8520)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CIFER.2000.844601","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 5
Abstract
Operations research tools vary significantly. In this paper, several operations research tools that can handle uncertainty are investigated. They include sensitivity analysis, parametric analysis, mean-variance analysis, stochastic linear programming, fuzzy linear programming, and value at risk (VaR). In addition, these tools are compared and contrasted based on their applicability, time, and technical requirements.
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