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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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Characterizing order processes of continuous review (s, S) and (r, nQ) policies
Noblesse, Ann M.; Boute, Robert N.; Lambrecht, Marc R.; … - In: European journal of operational research : EJOR 236 (2014) 2, pp. 534-547
Persistent link: https://www.econbiz.de/10010366141
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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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An efficient solution method to design the cost-minimizing platform portfolio
Van den Broeke, Maud; Boute, Robert N.; Cardoen, Brecht; … - In: European journal of operational research : EJOR 259 (2017) 1, pp. 236-250
Persistent link: https://www.econbiz.de/10011644963
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Analysis of lead time correlation under a base-stock policy
Hellemans, Tim; Boute, Robert N.; Van Houdt, Benny - In: European journal of operational research : EJOR 276 (2019) 2, pp. 519-535
Persistent link: https://www.econbiz.de/10012003561
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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