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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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Stochastically weighted stochastic dominance concepts with an application in capital budgeting
Hu, Jian; Homem-de-Mello, Tito; Mehrotra, Sanjay - In: European journal of operational research : EJOR 232 (2014) 3, pp. 572-583
Persistent link: https://www.econbiz.de/10010224961
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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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Guest editorial to the featured cluster "advances in stochastic optimization"
Kovacevic, Raimund; Meloni, Carlo; Pacciarelli, Dario; … - In: European journal of operational research : EJOR 285 (2020) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10012239461
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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
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On solving two-stage distributionally robust disjunctive programs with a general ambiguity set
Bansal, Manish; Mehrotra, Sanjay - In: European journal of operational research : EJOR 279 (2019) 2, pp. 296-307
Persistent link: https://www.econbiz.de/10012110699
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Robust decision making using a general utility set
Hu, Jian; Bansal, Manish; Mehrotra, Sanjay - In: European journal of operational research : EJOR 269 (2018) 2, pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
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A unified framework for stochastic optimization
Powell, Warren B. - In: European journal of operational research : EJOR 275 (2019) 3, pp. 795-821
Persistent link: https://www.econbiz.de/10011993597
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Stochastic optimization for vaccine and testing kit allocation for the COVID-19 pandemic
Thul, Lawrence; Powell, Warren B. - In: European journal of operational research : EJOR 304 (2023) 1, pp. 325-338
Persistent link: https://www.econbiz.de/10013454214
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Stochastic search for a parametric cost function approximation : energy storage with rolling forecasts
Ghadimi, Saeed; Powell, Warren B. - In: European journal of operational research : EJOR 312 (2024) 2, pp. 641-652
Persistent link: https://www.econbiz.de/10014456310