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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
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Risk aversion in multistage stochastic programming : a modeling and algorithmic perspective
Homem-de-Mello, Tito; Pagnoncelli, Bernardo K. - In: European journal of operational research : EJOR 249 (2016) 1, pp. 188-199
Persistent link: https://www.econbiz.de/10011435793
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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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Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan; Zabarankin, Michael - In: European journal of operational research : EJOR 249 (2016) 2, pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
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Standard stochastic dominance
Post, Thierry - In: European journal of operational research : EJOR 249 (2016) 3, pp. 1009-1020
Persistent link: https://www.econbiz.de/10011412504
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Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.; Fu, Lunce; Dessouky, Maged - In: European journal of operational research : EJOR 254 (2016) 1, pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
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Portfolio selection in a two-regime world
Levy, Moshe; Kaplanski, Guy - In: European journal of operational research : EJOR 242 (2015) 2, pp. 514-524
Persistent link: https://www.econbiz.de/10010491664
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A multi-period fuzzy portfolio optimization model with minimum transaction lots
Liu, Yong-Jun; Zhang, Wei-guo - In: European journal of operational research : EJOR 242 (2015) 3, pp. 933-941
Persistent link: https://www.econbiz.de/10010492358
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Linear programming models based on omega ratio for the enhanced index tracking problem
Guastaroba, Gianfranco; Mansini, Renata; Ogryczak, … - In: European journal of operational research : EJOR 251 (2016) 3, pp. 938-956
Persistent link: https://www.econbiz.de/10011449041
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Adjustable robustness for multi-attribute project portfolio selection
Fliedner, Thomas; Liesiö, Juuso - In: European journal of operational research : EJOR 252 (2016) 3, pp. 931-946
Persistent link: https://www.econbiz.de/10011473002