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type_genre:"Sammlung"
~isPartOf:"Computational Management Science : CMS"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Übersichtsarbeit"
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Stochastic process
Theorie
161
Theory
161
Mathematical programming
84
Mathematische Optimierung
84
Stochastischer Prozess
51
Portfolio selection
30
Portfolio-Management
30
Stochastic programming
17
Robust statistics
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Robustes Verfahren
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Bertocchi, Marida
4
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2
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Computational Management Science : CMS
European journal of operational research : EJOR
448
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
145
Finance and stochastics
130
International journal of production research
127
Operations research
120
International journal of theoretical and applied finance
116
Journal of econometrics
104
Operations research letters
102
Mathematics of operations research
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
International journal of production economics
76
Journal of economic dynamics & control
72
Risks : open access journal
64
INFORMS journal on computing : JOC
62
Econometric reviews
57
Journal of economic theory
55
Quantitative finance
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
52
Transportation research / E : an international journal
52
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Economics letters
48
Mathematical methods of operations research
48
Computational economics
43
Econometric theory
42
Economic modelling
41
Omega : the international journal of management science
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Management science : journal of the Institute for Operations Research and the Management Sciences
40
Annals of operations research
37
IMA journal of management mathematics
37
Scandinavian actuarial journal
36
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
Annals of finance
33
Applied mathematical finance
33
Energy economics
33
OR spectrum : quantitative approaches in management
33
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
30
Journal of mathematical economics
28
Journal of the Operational Research Society
28
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ECONIS (ZBW)
51
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1
Volatility versus downside risk : performance protection in dynamic portfolio strategies
Barro, Diana
;
Canestrelli, Elio
;
Consigli, Giorgio
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 433-479
Persistent link: https://www.econbiz.de/10012053148
Saved in:
2
Optimized operating rules for short-term hydropower planning in a stochastic environment
Marchand, Alexia
;
Gendreau, Michel
;
Blais, Marko
; …
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 501-519
Persistent link: https://www.econbiz.de/10012053154
Saved in:
3
Observational data-based quality assessment of scenario generation for stochastic programs
Ay, Didem Sarı
;
Ryan, Sarah M.
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 521-540
Persistent link: https://www.econbiz.de/10012053155
Saved in:
4
The decision rule approach to optimization under uncertainty : methodology and applications
Georghiou, Angelos
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 545-576
Persistent link: https://www.econbiz.de/10012126678
Saved in:
5
The value of the right distribution in stochastic programming with application to a Newsvendor problem
Maggioni, Francesca
;
Cagnolari, Matteo
;
Bertazzi, Luca
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 739-758
Persistent link: https://www.econbiz.de/10012126690
Saved in:
6
Blocks of coordinates, stochastic programming, and markets
Flåm, Sjur D.
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 3-16
Persistent link: https://www.econbiz.de/10011993406
Saved in:
7
Multistage portfolio optimization with multivariate dominance constraints
Petrová, Barbora
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011993411
Saved in:
8
Decision-dependent probabilities in stochastic programs with recourse
Hellemo, Lars
;
Barton, Paul I.
;
Tomasgard, Asgeir
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 369-395
Persistent link: https://www.econbiz.de/10011922957
Saved in:
9
Stochastic programs with binary distributions : structural properties of scenario trees and algorithms
Prochazka, Vit
;
Wallace, Stein W.
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 397-410
Persistent link: https://www.econbiz.de/10011922960
Saved in:
10
Strong convexity in risk-averse stochastic programs with complete recourse
Claus, Matthias
;
Schultz, Rüdiger
;
Spürkel, Kai
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 411-429
Persistent link: https://www.econbiz.de/10011922964
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