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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
New algorithmic framework for conditional value at risk: Application to stochastic fixed-charge transportation

Participants in the publication
Elena Fernández (Author)
Yolanda Hinojosa (Author)
Justo Puerto (Author)
Francisco Saldanha-da-Gama (Author)
Dep. Estatística e Investigação Operacional
CMAFcIO - Centro de Matemática, Aplicações Fundamentais e Investigação Operacional

Scope
International

Refereeing
Yes

Date of Publication
2019-08

Where published
European Journal of Operational Research

Publication Identifiers
ISSN - 0377-2217

Publisher
Elsevier BV

Volume
277
Number
1

Number of pages
11
Starting page
215
Last page
226

Document Identifiers
DOI - https://doi.org/10.1016/j.ejor.2019.02.010
URL - http://dx.doi.org/10.1016/j.ejor.2019.02.010

Rankings
Web Of Science 4.213 (2019) - Q1 - OPERATIONS RESEARCH & MANAGEMENT SCIENCE - SCIE
SCOPUS Q1 (2019) - 8.5 - Management Science and Operations Research
SCOPUS Q1 (2019) - 8.5 - General Computer Science
SCOPUS Q1 (2019) - 8.5 - Modeling and Simulation
SCOPUS Q1 (2019) - 8.5 - Information Systems and Management
SCIMAGO Q1 (2019) - 2.364 - Management Science and Operations Research
SCIMAGO Q1 (2019) - 2.364 - Information Systems and Management
SCIMAGO Q1 (2019) - 2.364 - Computer Science (miscellaneous)


Export

APA
Elena Fernández, Yolanda Hinojosa, Justo Puerto, Francisco Saldanha-da-Gama, (2019). New algorithmic framework for conditional value at risk: Application to stochastic fixed-charge transportation. European Journal of Operational Research, 277, 215-226. ISSN 0377-2217. eISSN . http://dx.doi.org/10.1016/j.ejor.2019.02.010

IEEE
Elena Fernández, Yolanda Hinojosa, Justo Puerto, Francisco Saldanha-da-Gama, "New algorithmic framework for conditional value at risk: Application to stochastic fixed-charge transportation" in European Journal of Operational Research, vol. 277, pp. 215-226, 2019. 10.1016/j.ejor.2019.02.010

BIBTEX
@article{39536, author = {Elena Fernández and Yolanda Hinojosa and Justo Puerto and Francisco Saldanha-da-Gama}, title = {New algorithmic framework for conditional value at risk: Application to stochastic fixed-charge transportation}, journal = {European Journal of Operational Research}, year = 2019, pages = {215-226}, volume = 277 }