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A stochastic programming approach for planning horizons of infinite horizon capacity planning problems
Huang, Kai; Ahmed, Shabbir - In: European journal of operational research : EJOR 200 (2009/10) 1, pp. 74-84
Persistent link: https://www.econbiz.de/10003894992
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Optimal muli-period mean-variance policy under no-shorting constraint
Cui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan - In: European journal of operational research : EJOR 234 (2014) 2, pp. 459-468
Persistent link: https://www.econbiz.de/10010356724
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Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun; Xiong, Yan; Li, Duan - In: European journal of operational research : EJOR 249 (2016) 2, pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
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Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio; Ahmed, Shabbir; Shapiro, Alexander; … - In: European journal of operational research : EJOR 250 (2016) 3, pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
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Distributionally robust facility location problem under decision-dependent stochastic demand
Basciftci, Beste; Ahmed, Shabbir; Shen, Siqian - In: European journal of operational research : EJOR 292 (2021) 2, pp. 548-561
Persistent link: https://www.econbiz.de/10012502379
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Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
Cui, Xiangyu; Gao, Jianjun; Shi, Yun; Zhu, Shushang - In: European journal of operational research : EJOR 276 (2019) 2, pp. 781-789
Persistent link: https://www.econbiz.de/10012003667