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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of risk and uncertainty : JRU"
~person:"Grechuk, Bogdan"
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Grechuk, Bogdan
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European journal of operational research : EJOR
International review of economics & finance : IREF
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Extended gradient of convex function and capital allocation
Grechuk, Bogdan
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 429-437
Persistent link: https://www.econbiz.de/10013479217
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2
Direct data-based decision making under uncertainty
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
267
(
2018
)
1
,
pp. 200-211
Persistent link: https://www.econbiz.de/10011812399
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3
Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
Saved in:
4
The center of a convex set and capital allocation
Grechuk, Bogdan
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
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