Narrow search
Showing 1 - 6 of 6
Cover Image
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
Cover Image
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg; Pichler, Alois - In: European journal of operational research : EJOR 249 (2016) 1, pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Cover Image
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
Cover Image
Two-stage stochastic standard quadratic optimization
Bomze, Immanuel M.; Gabl, Markus; Maggioni, Francesca; … - In: European journal of operational research : EJOR 299 (2022) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10013206946
Cover Image
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
Cover Image
Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling
Pflug, Georg - In: European journal of operational research : EJOR 306 (2023) 3, pp. 1027-1039
Persistent link: https://www.econbiz.de/10014279689