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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of financial economics"
~isPartOf:"Risk management : a journal of risk, crisis and disaster"
~language:"eng"
~language:"msa"
~person:"Guo, Peijun"
~person:"Wong, Wing Keung"
~subject:"Decision under risk"
~subject:"Decision"
~subject:"Lagermanagement"
~subject:"Portfolio selection"
~subject:"Stochastic process"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Decision under risk
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Guo, Peijun
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Liesiö, Juuso
16
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13
Escudero, Laureano F.
12
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11
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European journal of operational research : EJOR
Journal of financial economics
Risk management : a journal of risk, crisis and disaster
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4
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International transactions in operational research : a journal of the International Federation of Operational Research Societies
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ECONIS (ZBW)
15
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1
Dynamic focus programming : a new approach to sequential decision problems under uncertainty
Guo, Peijun
- In:
European journal of operational research : EJOR
303
(
2022
)
1
,
pp. 328-336
Persistent link: https://www.econbiz.de/10013363917
Saved in:
2
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
Chan, Raymond H.
;
Clark, Ephraim
;
Guo, Xu
;
Wong, Wing Keung
- In:
Risk management : a journal of risk, crisis and disaster
22
(
2020
)
2
,
pp. 108-132
Persistent link: https://www.econbiz.de/10012297611
Saved in:
3
Farinelli and Tibiletti ratio and stochastic dominance
Guo, Xu
;
Niu, Cuizhen
;
Wong, Wing Keung
- In:
Risk management : a journal of risk, crisis and disaster
21
(
2019
)
3
,
pp. 201-213
Persistent link: https://www.econbiz.de/10012063313
Saved in:
4
Mean-variance, mean-VaR, and mean-CVaR models for portfolio selection with background risk
Guo, Xu
;
Chan, Raymond H.
;
Wong, Wing Keung
;
Zhu, Lixing
- In:
Risk management : a journal of risk, crisis and disaster
21
(
2019
)
2
,
pp. 73-98
Persistent link: https://www.econbiz.de/10012060286
Saved in:
5
Behavioral models for first-price sealed-bid auctions with the one-shot decision theory
Wang, Chao
;
Guo, Peijun
- In:
European journal of operational research : EJOR
261
(
2017
)
3
,
pp. 994-1000
Persistent link: https://www.econbiz.de/10011740506
Saved in:
6
Kappa ratios and (higher-order) stochastic dominance
Niu, Cuizhen
;
Wong, Wing Keung
;
Xu, Qunfang
- In:
Risk management : a journal of risk, crisis and disaster
19
(
2017
)
3
,
pp. 245-253
Persistent link: https://www.econbiz.de/10011801024
Saved in:
7
Stochastic dominance via quantile regression with applications to investigate arbitrage opportunity and market efficiency
Ng, Pin T.
;
Wong, Wing Keung
;
Xiao, Zhijie
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 666-678
Persistent link: https://www.econbiz.de/10011738062
Saved in:
8
Approaches to multistage one-shot decision making
Guo, Peijun
;
Li, Yonggang
- In:
European journal of operational research : EJOR
236
(
2014
)
2
,
pp. 612-623
Persistent link: https://www.econbiz.de/10010366127
Saved in:
9
Newsvendor models for innovative products with one-shot decision theory
Guo, Peijun
;
Ma, Xiuyan
- In:
European journal of operational research : EJOR
239
(
2014
)
2
,
pp. 523-536
Persistent link: https://www.econbiz.de/10010407809
Saved in:
10
An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
Leung, Pui-lam
;
Ng, Hon-yip
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 85-95
Persistent link: https://www.econbiz.de/10009569579
Saved in:
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