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~person:"Escobar, Marcos"
~person:"Tu, Yiliu"
~subject:"Correlation"
~subject:"Decision under uncertainty"
~subject:"Entscheidung unter Unsicherheit"
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Correlation
Decision under uncertainty
Entscheidung unter Unsicherheit
Robust statistics
11
Robustes Verfahren
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Bayes-Statistik
5
Bayesian inference
5
Estimation theory
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Quality management
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Portfolio selection
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Portfolio-Management
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robust parameter design
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4/2 stochastic volatility model
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Escobar, Marcos
Tu, Yiliu
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
Chassein, André
5
Dokka, Trivikram
5
Giacomini, Raffaella
5
Kasperski, Adam
5
Kitagawa, Toru
5
Kuhn, Daniel
5
Sim, Melvyn
5
Chung, Byung Do
4
Kwakkel, Jan H.
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
Wiesemann, Wolfram
4
Wong, Hoi Ying
4
den Hertog, Dick
4
Adam, Klaus
3
Adulyasak, Yossiri
3
Amengual, Dante
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Angelopoulos, Konstantinos
3
Bondarev, Anton
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Branger, Nicole
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International journal of production research
3
European journal of operational research : EJOR
1
IMA journal of management mathematics
1
Journal of banking & finance
1
Quantitative finance
1
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ECONIS (ZBW)
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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
Robust parameter design based on Gaussian process with model uncertainty
Feng, Zebiao
;
Wang, Jianjun
;
Ma, Yizhong
;
Tu, Yiliu
- In:
International journal of production research
59
(
2021
)
9
,
pp. 2772-2788
Persistent link: https://www.econbiz.de/10012516258
Saved in:
3
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:
4
A new loss function for multi-response optimization with model parameter uncertainty and implementation errors
Ouyang, Linhan
;
Ma, Yizhong
;
Wang, Jianjun
;
Tu, Yiliu
- In:
European journal of operational research : EJOR
258
(
2017
)
2
,
pp. 552-563
Persistent link: https://www.econbiz.de/10011644152
Saved in:
5
An interval approach to robust design with parameter uncertainty
Ouyang, Linhan
;
Ma, Yizhong
;
Byun, Jai-Hyun
;
Wang, Jianjun
- In:
International journal of production research
54
(
2016
)
11/12
,
pp. 3201-3215
Persistent link: https://www.econbiz.de/10011497051
Saved in:
6
Robust optimisation of Nd : YLF laser beam micro-drilling process using Bayesian probabilistic approach
Ouyang, Linhan
;
Ma, Yizhong
;
Chen, Jianxiong
;
Zeng, Zhigang
- In:
International journal of production research
54
(
2016
)
21/22
,
pp. 6644-6659
Persistent link: https://www.econbiz.de/10011565831
Saved in:
7
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
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