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Computational Management Science : CMS
The economist
81,930
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ECONIS (ZBW)
322
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31
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322
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31
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:
32
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:
33
The wait-and-judge scenario approach applied to antenna array design
Carè, Algo
;
Garatti, Simone
;
Campi, Marco Claudio
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012053149
Saved in:
34
An adaptive model with joint chance constraints for a hybrid wind-conventional generator system
Singh, Bismark
;
Morton, David P.
;
Santoso, Surya
- In:
Computational Management Science : CMS
15
(
2018
)
3/4
,
pp. 563-582
Persistent link: https://www.econbiz.de/10011923006
Saved in:
35
ALM models based on second order stochastic dominance
Alwohaibi, Maram
;
Roman, Diana
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 187-211
Persistent link: https://www.econbiz.de/10011876525
Saved in:
36
Approximation for portfolio optimization in a financial market with shot-noise jumps
Putyatina, Oleksandra
;
Sass, Jörn
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 161-186
Persistent link: https://www.econbiz.de/10011876522
Saved in:
37
Asset allocation strategies based on penalized quantile regression
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011860862
Saved in:
38
Computation of the delta of European options under stochastic volatility models
Yolcu-Okur, Yeliz
;
Sayer, Tilman
;
Yilmaz, Bilgi
; …
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10011876576
Saved in:
39
A data-driven distributionally robust bound on the expected optimal value of uncertain mixed 0-1 linear programming
Xu, Guanglin
;
Burer, Samuel
- In:
Computational Management Science : CMS
15
(
2018
)
1
,
pp. 111-134
Persistent link: https://www.econbiz.de/10011860879
Saved in:
40
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
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