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Capponi, Agostino
Georghiou, Angelos
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ECONIS (ZBW)
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1
Technical note: risk-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
- In:
Operations research
72
(
2024
)
4
,
pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
Saved in:
2
Systemic portfolio diversification
Capponi, Agostino
;
Weber, Marko
- In:
Operations research
72
(
2024
)
1
,
pp. 110-131
Persistent link: https://www.econbiz.de/10014505039
Saved in:
3
A primal-dual lifting scheme for two-stage robust
optimization
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
68
(
2020
)
2
,
pp. 572-590
Persistent link: https://www.econbiz.de/10012213388
Saved in:
4
Market efficient portfolios in a systemic economy
Awiszus, Kerstin
;
Capponi, Agostino
;
Weber, Stefan
- In:
Operations research
70
(
2022
)
2
,
pp. 715-728
Persistent link: https://www.econbiz.de/10013365768
Saved in:
5
Systemic risk-driven portfolio selection
Capponi, Agostino
;
Rubtsov, Alexey
- In:
Operations research
70
(
2022
)
3
,
pp. 1598-1612
Persistent link: https://www.econbiz.de/10013366163
Saved in:
6
Robust dual dynamic programming
Georghiou, Angelos
;
Tsoukalas, Angelos
;
Wiesemann, Wolfram
- In:
Operations research
67
(
2019
)
3
,
pp. 813-830
Persistent link: https://www.econbiz.de/10012040291
Saved in:
7
Design of near optimal decision rules in multistage adaptive mixed-integer
optimization
Bertsimas, Dimitris
;
Georghiou, Angelos
- In:
Operations research
63
(
2015
)
3
,
pp. 610-627
Persistent link: https://www.econbiz.de/10011292952
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