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Time-consistency of optimal investment under smooth ambiguity
Balter, Anne G.; Mahayni, Antje; Schweizer, Nikolaus - In: European journal of operational research : EJOR 293 (2021) 2, pp. 643-657
Persistent link: https://www.econbiz.de/10012513245
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An inter-temporal CAPM based on first order stochastic dominance
Levy, Moshe - In: European journal of operational research : EJOR 298 (2022) 2, pp. 734-739
Persistent link: https://www.econbiz.de/10013206894
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Portfolio diversification based on stochastic dominance under incomplete probability information
Liesiö, Juuso; Xu, Peng; Kuosmanen, Timo - In: European journal of operational research : EJOR 286 (2020) 2, pp. 755-768
Persistent link: https://www.econbiz.de/10012291566
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Stocks for the log-run and constant relative risk aversion preferences
Levy, Moshe - In: European journal of operational research : EJOR 277 (2019) 3, pp. 1163-1168
Persistent link: https://www.econbiz.de/10012102249
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Does risk aversion affect bank output loss? : the case of the Eurozone
Tsionas, Efthymios G.; Mamatzakis, Emmanuel C.; Ongena, … - In: European journal of operational research : EJOR 282 (2020) 3, pp. 1127-1145
Persistent link: https://www.econbiz.de/10012161877
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A model of investment under uncertainty with time to build, market incompleteness and risk aversion
Delaney, Laura - In: European journal of operational research : EJOR 293 (2021) 3, pp. 1155-1167
Persistent link: https://www.econbiz.de/10012533815
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Solving large-scale electricity market pricing problems in polynomial time
Ahunbay, Mete Şeref; Bichler, Martin; Dobos, Teodora; … - In: European journal of operational research : EJOR 318 (2024) 2, pp. 605-617
Persistent link: https://www.econbiz.de/10015047999
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Experimentation in optimization
Golden, Bruce L. - In: European journal of operational research : EJOR 27 (1986) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10003543821
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Managing capacity at a service facility : an experimental approach
Delgado-Alvarez, Carlos A.; VanAckere, Ann; Larsen, … - In: European journal of operational research : EJOR 259 (2017) 1, pp. 216-228
Persistent link: https://www.econbiz.de/10011644954
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Statistical testing of bounded rationality with applications to the newsvendor model
Ubøe, Jan; Andersson, Jonas; Jörnsten, Kurt O.; … - In: European journal of operational research : EJOR 259 (2017) 1, pp. 251-261
Persistent link: https://www.econbiz.de/10011644972