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Building up time-consistency for risk measures and dynamic optimizatio
De Lara, Michel; Leclère, Vincent - In: European journal of operational research : EJOR 249 (2016) 1, pp. 177-187
Persistent link: https://www.econbiz.de/10011435779
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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
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Risk-based factorial probabilistic inference for optimization of flood control systems with correlated uncertainties
Wang, S.; Huang, Guo H. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 258-269
Persistent link: https://www.econbiz.de/10011435832
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A participatory budget model under uncertainty
Gomez, Javier; Ríos Insua, David; Alfaro, Cesar - In: European journal of operational research : EJOR 249 (2016) 1, pp. 351-358
Persistent link: https://www.econbiz.de/10011435866
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun; Xiong, Yan; Li, Duan - In: European journal of operational research : EJOR 249 (2016) 2, pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan; Zabarankin, Michael - In: European journal of operational research : EJOR 249 (2016) 2, pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
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Hesitant analytic hierarchy process
Zhu, Bin; Xu, Zeshui; Zhang, Ren; Hong, Mei - In: European journal of operational research : EJOR 250 (2016) 2, pp. 602-614
Persistent link: https://www.econbiz.de/10011441721
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Good deals and benchmarks in robust portfolio selection
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 250 (2016) 2, pp. 666-678
Persistent link: https://www.econbiz.de/10011441733
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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
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Portfolio optimization with disutility-based risk measure
Fulga, Cristinca - In: European journal of operational research : EJOR 251 (2016) 2, pp. 541-553
Persistent link: https://www.econbiz.de/10011444347