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Centered solutions for uncertain linear equations
Zhen, Jianzhe; Hertog, Dirk den - In: Computational Management Science : CMS 14 (2017) 4, pp. 585-610
Persistent link: https://www.econbiz.de/10011758977
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Sensitivity analysis of Mixed Tempered Stable parameters with implications in portfolio optimization
Hitaj, Asmerilda; Mercuri, Lorenzo; Rroji, Edit - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 71-95
Persistent link: https://www.econbiz.de/10011993423
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Portfolio choice under cumulative prospect theory : sensitivity analysis and an empirical study
Consigli, Giorgio; Hitaj, Asmerilda; Mastrogiacomo, Elisa - In: Computational Management Science : CMS 16 (2019) 1/2, pp. 129-154
Persistent link: https://www.econbiz.de/10011993439
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Airline network revenue management by multistage stochastic programming
Möller, Andris; Römisch, Werner; Weber, Klaus - In: Computational Management Science : CMS 5 (2008) 4, pp. 355-377
Persistent link: https://www.econbiz.de/10003758299
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A genetic approach for strategic resource allocation planning
Delias, Pavlos; Matsatsinis, Nikolaos - In: Computational Management Science : CMS 6 (2009) 3, pp. 269-280
Persistent link: https://www.econbiz.de/10003862166
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Exact methods for large-scale multi-period financial planning problems
Baldacci, R.; Boschetti, M. A.; Christofides, N.; … - In: Computational Management Science : CMS 6 (2009) 3, pp. 281-306
Persistent link: https://www.econbiz.de/10003862181
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On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Computational Management Science : CMS 6 (2009) 3, pp. 307-327
Persistent link: https://www.econbiz.de/10003862187
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A global optimization problem in portfolio selection
Bartholomew-Biggs, Michael C.; Kane, S. J. - In: Computational Management Science : CMS 6 (2009) 3, pp. 329-345
Persistent link: https://www.econbiz.de/10003862188
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A multi-parametric programming approach for multilevel hierarchical and decentralised optimisation problems
Faísca, Nuno P.; Saraiva, Pedro M.; Rustem, Berç; … - In: Computational Management Science : CMS 6 (2009) 4, pp. 377-397
Persistent link: https://www.econbiz.de/10003881953
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A discrete approach to designing optimal hedging-point control policies for production-inventory systems with general stochastic behavior
Khoury, B. N. - In: Computational Management Science : CMS 6 (2009) 4, pp. 399-409
Persistent link: https://www.econbiz.de/10003881958