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Gains from diversification on convex combinations: a majorization and stochastic dominance approach
Egozcue, Martin; Wong, Wing Keung - In: European journal of operational research : EJOR 200 (2009/10) 3, pp. 893-900
Persistent link: https://www.econbiz.de/10003892398
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Stochastic dominance and risk measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu; Wong, Wing Keung - In: European journal of operational research : EJOR 207 (2010) 2, pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
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A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction
Lam, Kin; Liu, Taisheng; Wong, Wing Keung - In: European journal of operational research : EJOR 203 (2010) 1, pp. 166-175
Persistent link: https://www.econbiz.de/10003928191
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Design and analysis of hybrid metaheuristics for the Reliability p-Median Problem
Alcaraz, Javier; Landete, Mercedes; Monge, Juan F. - In: European journal of operational research : EJOR 222 (2012) 1, pp. 54-64
Persistent link: https://www.econbiz.de/10009569592
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A note on almost stochastic dominance
Guo, Xu; Zhu, Xuehu; Wong, Wing Keung; Zhu, Lixing - In: Economics letters 121 (2013) 2, pp. 252-256
Persistent link: https://www.econbiz.de/10010347133
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Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
Escudero, Laureano F.; Garín, María Araceli; Monge, … - In: European journal of operational research : EJOR 285 (2020) 3, pp. 988-1001
Persistent link: https://www.econbiz.de/10012239827
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On pricing-based equilibrium for network expansion planning : a multi-period bilevel approach under uncertainty
Escudero, Laureano F.; Monge, Juan F.; … - In: European journal of operational research : EJOR 287 (2020) 1, pp. 262-279
Persistent link: https://www.econbiz.de/10012293762