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isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"Quantitative finance"
~type_genre:"Conference paper"
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Search: subject_exact:"Robuste Optimierung"
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Distributionally robust optimization
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The journal of risk and insurance : the journal of the American Risk and Insurance Association
Management science : journal of the Institute for Operations Research and the Management Sciences
Quantitative finance
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
2
Advances in economics and econometrics ; Volume 1
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First International Conference on Resource Efficiency in Interorganizational Networks : ResEff 2013 ; November 13th - 14th, 2013, Georg-August-Universität Göttingen ; Papers
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Journal of monetary economics
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Journal of scheduling
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Supply Management Research : aktuelle Forschungsergebnisse 2014 ; [Tagungsband des 7. Wissenschaftlichen Symposiums Supply Management ; Würzburg, 10.-11. März 2014]
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Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
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2
Robust mean-variance hedging of longevity risk
Li, Hong
;
De Waegenaere, Anja
;
Melenberg, Bertrand
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
),
pp. 459-475
Persistent link: https://www.econbiz.de/10011685211
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