Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
Robust decisions for heterogeneous agents via certainty equivalents
Balter, Anne G.; Schweizer, Nikolaus - In: European journal of operational research : EJOR 317 (2024) 1, pp. 171-184
Persistent link: https://www.econbiz.de/10014634766
Cover Image
Adjustable robust optimization with objective uncertainty
Detienne, Boris; Lefebvre, Henri; Malaguti, Enrico; … - In: European journal of operational research : EJOR 312 (2024) 1, pp. 373-384
Persistent link: https://www.econbiz.de/10014456270
Cover Image
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
Cover Image
The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
Petturiti, Davide; Vantaggi, Barbara - In: European journal of operational research : EJOR 314 (2024) 3, pp. 1029-1039
Persistent link: https://www.econbiz.de/10014456933