Narrow search
Showing 1 - 10 of 52
Cover Image
Loss-averse preferences and portfolio choices : an extension
Eeckhoudt, Louis R.; Fiori, Anna Maria; Rosazza Gianin, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 224-230
Persistent link: https://www.econbiz.de/10011435806
Cover Image
Mean-variance analysis of sourcing decision under disruption risk
Ray, Pritee; Jenamani, Mamata - In: European journal of operational research : EJOR 250 (2016) 2, pp. 679-689
Persistent link: https://www.econbiz.de/10011441734
Cover Image
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen - In: European journal of operational research : EJOR 250 (2016) 3, pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
Cover Image
A dynamic stochastic programming model of crop rotation choice to test the adoption of long rotation under price and production risks
Ridier, Aude; Chaib, Karim; Roussy, Caroline - In: European journal of operational research : EJOR 252 (2016) 1, pp. 270-279
Persistent link: https://www.econbiz.de/10011449485
Cover Image
An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
Cover Image
Risk shaping in production planning problem with pricing under random yield
Eskandarzadeh, Saman; Eshghi, Kourosh; Bahramgiri, Mohsen - In: European journal of operational research : EJOR 253 (2016) 1, pp. 108-120
Persistent link: https://www.econbiz.de/10011477376
Cover Image
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.; Liao, Haitao; Sullivan, Kelly M. - In: European journal of operational research : EJOR 296 (2022) 1, pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Cover Image
Bayesian Value-at-Risk backtesting : the case of annuity pricing
Leung, Melvern; Li, Youwei; Pantelous, Athanasios A.; … - In: European journal of operational research : EJOR 293 (2021) 2, pp. 786-801
Persistent link: https://www.econbiz.de/10012513273
Cover Image
Cardinality-constrained risk parity portfolios
Anis, Hassan T.; Kwon, Roy H. - In: European journal of operational research : EJOR 302 (2022) 1, pp. 392-402
Persistent link: https://www.econbiz.de/10013269764
Cover Image
An almost robust model for minimizing disruption exposures in supply systems
Zhao, Kena; Ng, Tsan Sheng Adam; Tan, Chin Hon; Pang, … - In: European journal of operational research : EJOR 295 (2021) 2, pp. 547-559
Persistent link: https://www.econbiz.de/10013205967