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Two-stage international portfolio models with higher moment risk measures
He, Xiaolei; Zhang, Weiguo - In: Computers & operations research : and their … 154 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014307335
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Alternative approaches to include exogenous variables in DEA measures : a comparison using Monte Carlo
Cordero, José Manuel; Pedraja Chaparro, Francisco; … - In: Computers & operations research : and their … 36 (2009) 10, pp. 2699-2706
Persistent link: https://www.econbiz.de/10003906915
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Dynamic portfolio choices by simulation-and-regression : revisiting the issue of value function vs portfolio weight recursions
Denault, Michel; Simonato, Jean-Guy - In: Computers & operations research : and their … 79 (2017), pp. 174-189
Persistent link: https://www.econbiz.de/10011672956
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Risk measure of job shop scheduling with random machine breakdowns
Wu, Zigao; Sun, Shudong; Xiao, Shichang - In: Computers & operations research : and their … 99 (2018), pp. 1-12
Persistent link: https://www.econbiz.de/10011901529
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A computational study of the general lot-sizing and scheduling model under demand uncertainty via robust and stochastic approaches
Alem, Douglas; Curcio, Eduardo; Amorim, Pedro; … - In: Computers & operations research : and their … 90 (2018), pp. 125-141
Persistent link: https://www.econbiz.de/10011775297
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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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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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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
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Stochastic maximum flow interdiction problems under heterogeneous risk preferences
Lei, Xiao; Shen, Siqian; Song, Yongjia - In: Computers & operations research : and their … 90 (2018), pp. 97-109
Persistent link: https://www.econbiz.de/10011775269