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European journal of operational research : EJOR
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ECONIS (ZBW)
5,147
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1
Portfolio optimization with disutility-based
risk
measure
Fulga, Cristinca
- In:
European journal of operational research : EJOR
251
(
2016
)
2
,
pp. 541-553
Persistent link: https://www.econbiz.de/10011444347
Saved in:
2
Satisficing
credibility
for heterogeneous risks
Cheung, Ka Chun
;
Yam, Sheung Chi Phillip
;
Zhang, Yiying
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 752-768
Persistent link: https://www.econbiz.de/10013206896
Saved in:
3
How should the cost of joint
risk
capital be allocated for performance
measurement
?
Homburg, Carsten
;
Scherpereel, Peter
- In:
European journal of operational research : EJOR
187
(
2008
)
1
,
pp. 208-227
Persistent link: https://www.econbiz.de/10003769183
Saved in:
4
Stochastic dominance and
risk
measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
207
(
2010
)
2
,
pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
Saved in:
5
Building up time-consistency for
risk
measures and dynamic optimizatio
De Lara, Michel
;
Leclère, Vincent
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 177-187
Persistent link: https://www.econbiz.de/10011435779
Saved in:
6
Hedging Conditional Value at
Risk
with options
Capiński, Maciej
- In:
European journal of operational research : EJOR
242
(
2015
)
2
,
pp. 688-691
Persistent link: https://www.econbiz.de/10010491633
Saved in:
7
Investment under duality
risk
measure
Xu, Zuo Quan
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 786-793
Persistent link: https://www.econbiz.de/10010411499
Saved in:
8
Mean-
risk
analysis with enhanced behavioral content
Cillo, Alessandra
;
Delquié, Philippe
- In:
European journal of operational research : EJOR
239
(
2014
)
3
,
pp. 764-775
Persistent link: https://www.econbiz.de/10010411507
Saved in:
9
Satisficing measure approach for vehicle routing problem with time windows under uncertainty
Nguyen, Viet-Anh
;
Jiang, J.
;
Ng, Kien Ming
;
Teo, Kwon Me
- In:
European journal of operational research : EJOR
248
(
2016
)
2
,
pp. 404-414
Persistent link: https://www.econbiz.de/10011408478
Saved in:
10
Stable solutions for optimal reinsurance problems involving
risk
measures
Balbás de la Corte, Alejandro
;
Balbás, Beatriz
; …
- In:
European journal of operational research : EJOR
214
(
2011
)
3
,
pp. 796-804
Persistent link: https://www.econbiz.de/10009316167
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