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Conditions of reverse bullwhip effect in pricing for price-sensitive demand functions
Özelkan, Ertunga C.; Lim, Churlzu - 2008
Persistent link: https://www.econbiz.de/10003786983
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Matrix-analytic methods in stochastic models
He, Qi-ming (contributor); Takine, Tetsuya (contributor) - 2008
Persistent link: https://www.econbiz.de/10003649312
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Stochastic dynamic modeling of investments and risks in financial markets
Bertocchi, Marida (contributor); Pflug, Georg C. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003795169
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Asset-liability management for Czech pension funds using stochastic programming
Dupačová, Jitka; Polívka, Jan - 2009
Persistent link: https://www.econbiz.de/10003811655
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The expected loss in the discretization of multistage stochastic programming problems : estimation and convergence rate
Šmíd, Martin - 2009
Persistent link: https://www.econbiz.de/10003811659
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Tracking error : a multistage portfolio model
Barro, Diana; Canestrelli, Elio - 2009
Persistent link: https://www.econbiz.de/10003811661
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Applied mathematical programming and modelling (APMOD06) : [held in Madrid (Spain) June 18 - 21, 2006]
Alonso-Ayuso, Antonio (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003811711
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Use of stochastic and mathematical programming in portfolio theory and practice
Ziemba, William T. - 2009
Persistent link: https://www.econbiz.de/10003811723
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On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty
Alonso-Ayuso, Antonio; Escudero, Laureano F.; Pizzaro, … - 2009
Persistent link: https://www.econbiz.de/10003811762
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Portfolio selection in stochastic markets with exponential utility functions
Çanakoğlu, Ethem; Özekici, Süleyman - 2009
Persistent link: https://www.econbiz.de/10003811769