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Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.; Hwang, Soosung; … - In: European journal of operational research : EJOR 312 (2024) 2, pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
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Robust insurance design with distortion risk measures
Boonen, Tim J.; Jiang, Wenjun - In: European journal of operational research : EJOR 316 (2024) 2, pp. 694-706
Persistent link: https://www.econbiz.de/10014575576
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Worst-case risk measures of stop-loss and limited loss random variables under distribution uncertainty with applications to robust reinsurance
Cai, Jun; Liu, Fangda - In: European journal of operational research : EJOR 318 (2024) 1, pp. 310-326
Persistent link: https://www.econbiz.de/10015047732
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Optimal investment in ambiguous financial markets with learning
Bäuerle, Nicole; Mahayni, Antje - In: European journal of operational research : EJOR 315 (2024) 1, pp. 393-410
Persistent link: https://www.econbiz.de/10014562844
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Addressing unanticipated interactions in risk equalization : a machine learning approach to modeling medical expenditure risk
Ismail, I.; Stam, P. J. A.; Portrait, F. R. M.; … - In: Economic modelling 130 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014451138
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A congested facility location problem with strategic customers
Marand, Ata Jalili; Hoseinpour, Pooya - In: European journal of operational research : EJOR 318 (2024) 2, pp. 442-456
Persistent link: https://www.econbiz.de/10015047933
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Solving large-scale electricity market pricing problems in polynomial time
Ahunbay, Mete Şeref; Bichler, Martin; Dobos, Teodora; … - In: European journal of operational research : EJOR 318 (2024) 2, pp. 605-617
Persistent link: https://www.econbiz.de/10015047999
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How power structure and markup schemes impact supply chain channel efficiency under price-dependent stochastic demand
Minner, Stefan - In: European journal of operational research : EJOR 318 (2024) 1, pp. 297-309
Persistent link: https://www.econbiz.de/10015047728
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Robo-advising : optimal investment with mismeasured and unstable risk preferences
Keffert, Henk - In: European journal of operational research : EJOR 315 (2024) 1, pp. 378-392
Persistent link: https://www.econbiz.de/10014562841
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Stabilized Benders decomposition for energy planning under climate uncertainty
Göke, Leonard; Schmidt, Felix; Kendziorski, Mario - In: European journal of operational research : EJOR 316 (2024) 1, pp. 183-199
Persistent link: https://www.econbiz.de/10014573967