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~isPartOf:"Journal of economic dynamics & control"
~source:"econis"
~source:"econstor"
~subject:"Mathematische Optimierung"
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Mathematische Optimierung
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Risk measure
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Journal of economic dynamics & control
European journal of operational research : EJOR
30
Operations research
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Operations research letters
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Computers & operations research : and their applications to problems of world concern ; an international journal
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EURO journal on computational optimization
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Finance research letters
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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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
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Annals of operations research ; volume 254, numbers 1/2 (July 2017)
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Numerical solution of dynamic quantile models
Castro, Luciano I. de
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014240037
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2
Robust tracking error portfolio selection with worst-case downside risk measures
Ling, Aifan
;
Sun, Jie
;
Yang, Xiaoguang
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 178-207
Persistent link: https://www.econbiz.de/10010388754
Saved in:
3
Shortfall as a risk measure : properties, optimization and applications
Bertsimas, Dimitris
;
Lauprete, Geoffrey J.
;
Samarov, …
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1353-1381
Persistent link: https://www.econbiz.de/10001880835
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