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~isPartOf:"Agricultural finance review"
~isPartOf:"Energy economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of risk"
~source:"econis"
~subject:"Mathematical programming"
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Bayesian Tail Risk Forecasting...
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Grechuk, Bogdan
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Agricultural finance review
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European journal of operational research : EJOR
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Computers & operations research : and their applications to problems of world concern ; an international journal
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1
Target-based distributionally robust optimization for single machine scheduling
Pei, Zhi
;
Lu, Haimin
;
Jin, Qingwei
;
Zhang, Lianmin
- In:
European journal of operational research : EJOR
299
(
2022
)
2
,
pp. 420-431
Persistent link: https://www.econbiz.de/10013207112
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2
New algorithmic framework for conditional value at risk : application to stochastic fixed-charge transportation
Fernández, Elena
;
Hinojosa, Yolanda
;
Puerto, Justo
; …
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 215-226
Persistent link: https://www.econbiz.de/10012014841
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3
Expected shortfall : heuristics and certificates
Ramponi, Federico Alessandro
;
Campi, Marco C.
- In:
European journal of operational research : EJOR
267
(
2018
)
3
,
pp. 1003-1013
Persistent link: https://www.econbiz.de/10011812858
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4
Computing near-optimal Value-at-Risk portfolios using integer programming techniques
Babat, Onur
;
Vera, Juan C.
;
Zuluaga, Luis F.
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 304-315
Persistent link: https://www.econbiz.de/10011811697
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5
A hybrid stock trading system using genetic network programming and mean conditional value-at-risk
Cheng, Yan
;
Wang, Xuancheng
- In:
European journal of operational research : EJOR
240
(
2015
)
3
,
pp. 861-871
Persistent link: https://www.econbiz.de/10010486931
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6
Restricted risk measures and robust optimization
Lagos, Guido
;
Espinoza, Daniel
;
Moreno, Eduardo
; …
- In:
European journal of operational research : EJOR
241
(
2015
)
3
,
pp. 771-782
Persistent link: https://www.econbiz.de/10010487547
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7
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
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8
Portfolio optimization with entropic value-at-risk
Ahmadi-Javid, Amir
;
Fallah-Tafti, Malihe
- In:
European journal of operational research : EJOR
279
(
2019
)
1
,
pp. 225-241
Persistent link: https://www.econbiz.de/10012102740
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9
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
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10
Inverse portfolio problem with mean-deviation model
Grechuk, Bogdan
;
Zabrankin, Michael
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 481-490
Persistent link: https://www.econbiz.de/10010356717
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