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A comparison of regime-switching temperature modeling approaches for applications in weather derivatives
Elias, R. S.; Wahab, M. I. M.; Fang, Liping - In: European journal of operational research : EJOR 232 (2014) 3, pp. 549-560
Persistent link: https://www.econbiz.de/10010224963
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Risk measures and their application to staffing nonstationary service systems
Pender, Jamol - In: European journal of operational research : EJOR 254 (2016) 1, pp. 113-126
Persistent link: https://www.econbiz.de/10011503223
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Markov decision processes with recursive risk measures
Bäuerle, Nicole; Glauer, Alexander - In: European journal of operational research : EJOR 296 (2022) 3, pp. 953-966
Persistent link: https://www.econbiz.de/10013255611
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Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils; Shapiro, Alexander - In: European journal of operational research : EJOR 273 (2019) 2, pp. 650-661
Persistent link: https://www.econbiz.de/10011987574
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Time consistent multi-period robust risk measures and portfolio selection models with regime-switching
Liu, Jia; Chen, Zhiping - In: European journal of operational research : EJOR 268 (2018) 1, pp. 373-385
Persistent link: https://www.econbiz.de/10011813114
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Filtering for risk assessment of interbank network
Simaan, Majeed; Gupta, Aparna; Kar, Koushik - In: European journal of operational research : EJOR 280 (2020) 1, pp. 279-294
Persistent link: https://www.econbiz.de/10012132392
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First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel; Nicolau, João; Rodrigues, Paulo M. M. - In: European journal of operational research : EJOR 312 (2024) 3, pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
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Robust portfolio selection problem under temperature uncertainty
Gülpınar, Nalân; Çanakoḡlu, Ethem - In: European journal of operational research : EJOR 256 (2017) 2, pp. 500-523
Persistent link: https://www.econbiz.de/10011612035
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Weather rebate contracts for different risk attitudes of supply chain members
Sarkar, Piyal; Wahab, M. I. M.; Fang, Liping - In: European journal of operational research : EJOR 311 (2023) 1, pp. 139-153
Persistent link: https://www.econbiz.de/10014335761
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Evaluating corporate bonds with complicated liability structures and bond provisions
Wang, Chuan-ju; Dai, Tian-shyr; Lyuu, Yuh-dauh - In: European journal of operational research : EJOR 237 (2014) 2, pp. 749-757
Persistent link: https://www.econbiz.de/10010379934