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subject:"Portfolio-Management"
subject:"United States"
~isPartOf:"CESifo working papers"
~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~language:"afr"
~language:"eng"
~person:"Shen, Siqian"
~subject:"Mathematische Optimierung"
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Portfolio-Management
United States
Mathematische Optimierung
Mathematical programming
6
Theorie
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Theory
6
Stochastic process
4
Stochastischer Prozess
4
Distributionally robust optimization
2
Mixed-integer linear programming
2
Robust statistics
2
Robustes Verfahren
2
Statistical distribution
2
Statistische Verteilung
2
Algorithm
1
Algorithmus
1
Allocation
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Allokation
1
Attended in-home service
1
COVID-19 pandemic
1
Chance-constrained programming
1
Conditional value-at-Risk (CVar)
1
Coronavirus
1
Cutting-plane algorithm
1
Ganzzahlige Optimierung
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Impfung
1
Integer programming
1
K-means clustering
1
Maximum flow interdiction
1
Minimum cost flow
1
Mixed-integer programming
1
Multi-objective optimization
1
Network capacity design
1
Polynomial linearization
1
Portfolio selection
1
Resource allocation
1
Risikoaversion
1
Risikomanagement
1
Risikomaß
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Risikopräferenz
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Shen, Siqian
Laporte, Gilbert
18
Figueira, José Rui
11
Goerigk, Marc
10
Puerto, Justo
10
Hao, Jin-Kao
9
Escudero, Laureano F.
8
Klamroth, Kathrin
8
Pesaran, M. Hashem
8
Charkhgard, Hadi
7
Cordeau, Jean-François
7
Labbé, Martine
7
Martello, Silvano
7
Morabito, Reinaldo
7
Caporale, Guglielmo Maria
6
Carrizosa, Emilio
6
De Grauwe, Paul
6
Drezner, Zvi
6
Gendreau, Michel
6
Gil-Alaña, Luis A.
6
He, Kun
6
Heer, Burkhard
6
Martí, Rafael
6
Marín, Alfredo
6
Monaci, Michele
6
Speranza, Maria Grazia
6
Blum, Christian
5
Boland, Natashia
5
Ceselli, Alberto
5
Cheng, T. C. E.
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Della Croce, Federico
5
Diabat, Ali
5
Duarte, Abraham
5
Gendron, Bernard
5
Gollier, Christian
5
Haouari, Mohamed
5
Malley, James R.
5
Meneses, Cláudio N.
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Paquete, Luís F.
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CESifo working papers
Computers & operations research : and their applications to problems of world concern ; an international journal
INFORMS journal on computing : JOC
5
European journal of operational research : EJOR
3
International journal of production research
1
Manufacturing & service operations management : M & SOM
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Operations research
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ECONIS (ZBW)
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1
Time window optimization for attended home service delivery under multiple sources of uncertainties
Yu, Xian
;
Shen, Siqian
;
Badri-Koohi, Babak
;
Seada, Haitham
- In:
Computers & operations research : and their …
150
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013483637
Saved in:
2
Resource distribution under spatiotemporal uncertainty of disease spread : stochastic versus robust approaches
Basciftci, Beste
;
Yu, Xian
;
Shen, Siqian
- In:
Computers & operations research : and their …
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013460787
Saved in:
3
Stochastic maximum flow interdiction problems under heterogeneous risk preferences
Lei, Xiao
;
Shen, Siqian
;
Song, Yongjia
- In:
Computers & operations research : and their …
90
(
2018
),
pp. 97-109
Persistent link: https://www.econbiz.de/10011775269
Saved in:
4
Network design in scarce data environment using moment-based distributionally robust optimization
Nakao, Hideaki
;
Shen, Siqian
;
Chen, Zhihao
- In:
Computers & operations research : and their …
88
(
2017
),
pp. 44-57
Persistent link: https://www.econbiz.de/10011747916
Saved in:
5
Using integer programming for balancing return and risk in problems with individual chance constraints
Shen, Siqian
- In:
Computers & operations research : and their …
49
(
2014
),
pp. 59-70
Persistent link: https://www.econbiz.de/10010383156
Saved in:
6
Optimizing designs and operations of a single network or multiple interdependent infrastructures under stochastic arc disruption
Shen, Siqian
- In:
Computers & operations research : and their …
40
(
2013
)
11
,
pp. 2677-2688
Persistent link: https://www.econbiz.de/10009785353
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