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~person:"Chassein, André"
~person:"Escobar, Marcos"
~person:"Kwakkel, Jan H."
~subject:"Correlation"
~subject:"Entscheidung unter Unsicherheit"
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Search: subject_exact:"Robuste Schätzung"
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Correlation
Entscheidung unter Unsicherheit
Robust statistics
17
Robustes Verfahren
17
Theorie
14
Theory
14
Decision under uncertainty
12
Mathematical programming
9
Mathematische Optimierung
9
Robust optimization
5
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risk
4
Stochastic process
4
Stochastischer Prozess
4
Combinatorial optimization
3
Robustness and sensitivity analysis
3
Scheduling problem
3
Scheduling-Verfahren
3
Volatility
3
Volatilität
3
Adaptive Erwartungen
2
Adaptive expectations
2
Ambiguity
2
Budgeted uncertainty
2
Derivat
2
Derivative
2
Sensitivity analysis
2
Sensitivitätsanalyse
2
Uncertainty sets
2
Welfare loss
2
4/2 stochastic volatility model
1
Algorithm
1
Algorithmus
1
Bicriteria optimization
1
Branch-and-bound algorithms
1
Column generation
1
Complexity
1
Data-driven robust optimization
1
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Undetermined
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9
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3
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English
12
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Chassein, André
Escobar, Marcos
Kwakkel, Jan H.
Sargent, Thomas J.
15
Hansen, Lars Peter
13
Hertog, Dirk den
11
Delage, Erick
10
Ben-Tal, Aharon
9
Goerigk, Marc
9
Ben-Haim, Yakov
8
Croux, Christophe
8
Boudt, Kris
6
Melenberg, Bertrand
6
Zieliński, Paweł
6
Dokka, Trivikram
5
Giacomini, Raffaella
5
Kasperski, Adam
5
Kitagawa, Toru
5
Kuhn, Daniel
5
Sim, Melvyn
5
Adulyasak, Yossiri
4
Chung, Byung Do
4
Larsen, Linda Sandris
4
Liers, Frauke
4
Ling, Aifan
4
Ma, Yizhong
4
Maenhout, Pascal J.
4
Pflug, Georg
4
Schöbel, Anita
4
Svec, Justin
4
Tu, Yiliu
4
Wiesemann, Wolfram
4
Wong, Hoi Ying
4
den Hertog, Dick
4
Adam, Klaus
3
Amengual, Dante
3
Angelopoulos, Konstantinos
3
Bondarev, Anton
3
Branger, Nicole
3
Demertzis, Maria
3
Dolgui, Alexandre
3
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European journal of operational research : EJOR
5
Decision making under deep uncertainty : from theory to practice
2
IMA journal of management mathematics
1
Journal of banking & finance
1
Quantitative finance
1
Robustness analysis in decision aiding, optimization, and analytics
1
Technological forecasting & social change : an international journal
1
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ECONIS (ZBW)
12
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1
Robust portfolio choice under the 4/2 stochastic volatility model
Cheng, Yuyang
;
Escobar, Marcos
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 221-256
Persistent link: https://www.econbiz.de/10013541857
Saved in:
2
Dynamic Adaptive Policy Pathways (DAPP)
Haasnoot, Marjolijn
;
Warren, Andrew
;
Kwakkel, Jan H.
- In:
Decision making under deep uncertainty : from theory to …
,
(pp. 71-92)
.
2019
Persistent link: https://www.econbiz.de/10012022947
Saved in:
3
Supporting DMDU : a taxonomy of approaches and tools
Kwakkel, Jan H.
;
Haasnoot, Marjolijn
- In:
Decision making under deep uncertainty : from theory to …
,
(pp. 355-374)
.
2019
Persistent link: https://www.econbiz.de/10012023009
Saved in:
4
Faster algorithms for min-max-min robustness for combinatorial problems with budgeted uncertainty
Chassein, André
;
Goerigk, Marc
;
Kurtz, Jannis
;
Poss, …
- In:
European journal of operational research : EJOR
279
(
2019
)
2
,
pp. 308-319
Persistent link: https://www.econbiz.de/10012110700
Saved in:
5
Algorithms and uncertainty sets for data-driven robust shortest path problems
Chassein, André
;
Dokka, Trivikram
;
Goerigk, Marc
- In:
European journal of operational research : EJOR
274
(
2019
)
2
,
pp. 671-686
Persistent link: https://www.econbiz.de/10011990186
Saved in:
6
Variable-sized uncertainty and inverse problems in robust optimization
Chassein, André
;
Goerigk, Marc
- In:
European journal of operational research : EJOR
264
(
2018
)
1
,
pp. 17-28
Persistent link: https://www.econbiz.de/10011801544
Saved in:
7
Compromise solutions for robust combinatorial optimization with variable-sized uncertainty
Chassein, André
;
Goerigk, Marc
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 544-555
Persistent link: https://www.econbiz.de/10011864406
Saved in:
8
On recoverable and two-stage robust selection problems with budgeted uncertainty
Chassein, André
;
Goerigk, Marc
;
Kasperski, Adam
; …
- In:
European journal of operational research : EJOR
265
(
2018
)
2
,
pp. 423-436
Persistent link: https://www.econbiz.de/10011811391
Saved in:
9
Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity
Bergen, V.
;
Escobar, Marcos
;
Rubtsov, A.
;
Zagst, Rudi
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1265-1294
Persistent link: https://www.econbiz.de/10011911537
Saved in:
10
How robust is a robust policy? : comparing alternative robustness metrics for robust decision-making
Kwakkel, Jan H.
;
Eker, Sibel
;
Pruyt, Erik
- In:
Robustness analysis in decision aiding, optimization, …
,
(pp. 221-237)
.
2016
Persistent link: https://www.econbiz.de/10011518644
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