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Portfolio optimization for inventory financing : copula-based approaches
Zhi, Bangdong; Wang, Xiaojun; Xu, Fangming - In: Computers & operations research : and their … 136 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012629571
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Generalized route planning model for hazardous material transportation with VaR and equity considerations
Kang, Yingying; Batta, Rajan; Kwon, Changhyun - In: Computers & operations research : and their … 43 (2014), pp. 237-247
Persistent link: https://www.econbiz.de/10010241949
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Risk management in uncapacitated facility location models with random demands
Wagner, Michael R.; Bhadury, Joy; Peng, Steve - In: Computers & operations research : and their … 36 (2009) 4, pp. 1002-1011
Persistent link: https://www.econbiz.de/10003827729
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Determining operations affected by delay in predictive train timetables
Burdett, Robert; Kozan, Erhan - In: Computers & operations research : and their … 41 (2014), pp. 150-166
Persistent link: https://www.econbiz.de/10010222696
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A minimum expected regret model for the shortest path problem with solution-dependent probability distributions
Conde, Eduardo - In: Computers & operations research : and their … 77 (2017), pp. 11-19
Persistent link: https://www.econbiz.de/10011630908
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Modeling spot price dependence in Australian electricity markets with applications to risk management
Ignatieva, Ekaterina; Trück, Stefan - In: Computers & operations research : and their … 66 (2016), pp. 415-433
Persistent link: https://www.econbiz.de/10011429137
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Robust quantification of the exposure to operational risk : bringing economic sense to economic capital
Carrillo Menéndez, Santiago; Suárez, Alberto - In: Computers & operations research : and their … 39 (2012) 4, pp. 792-804
Persistent link: https://www.econbiz.de/10010217453
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Mean-univariate GARCH VaR portfolio optimization : actual portfolio approach
Ranković, Vladimir; Drenovak, Mikica; Urosevic, Branko; … - In: Computers & operations research : and their … 72 (2016), pp. 83-92
Persistent link: https://www.econbiz.de/10011488146
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Multiperiod portfolio investment using stochastic programming with conditional value at risk
Chen, Hung-Hsin; Yang, Chang-Biau - In: Computers & operations research : and their … 81 (2017), pp. 305-321
Persistent link: https://www.econbiz.de/10011656256
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Realized performance of robust portfolios : worst-case Omega vs. CVaR-related models
Yu, Jing-Rung; Chiou, Wan-jiun Paul; Lee, Wen-Yi; … - In: Computers & operations research : and their … 104 (2019), pp. 239-255
Persistent link: https://www.econbiz.de/10011991228