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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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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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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-averse formulations and methods for a virtual power plant
Lima, Ricardo M.; Conejo, Antonio J.; Langodan, Sabique; … - In: Computers & operations research : and their … 96 (2018), pp. 350-373
Persistent link: https://www.econbiz.de/10011870583
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Equitable routing of rail hazardous materials shipments using CVaR methodology
Hosseini, S. Davod; Verma, Manish - In: Computers & operations research : and their … 129 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012494763
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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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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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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