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Density forecasting of intraday call center arrivals using models based on exponential smoothing
Taylor, James W. - In: Management science : journal of the Institute for … 58 (2012) 3, pp. 534-549
Persistent link: https://www.econbiz.de/10009525268
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Is it better to average probabilities or quantiles?
Lichtendahl, Kenneth C.; Grushka-Cockayne, Yael; … - In: Management science : journal of the Institute for … 59 (2013) 7, pp. 1594-1611
Persistent link: https://www.econbiz.de/10009784145
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Skewness and the relation between risk and return
Theodossiou, Panayiotis; Savva, Christos S. - In: Management science : journal of the Institute for … 62 (2016) 6, pp. 1598-1609
Persistent link: https://www.econbiz.de/10011502439
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Tail risk and robust portfolio decisions
Jin, Xing; Luo, Dan; Zeng, Xudong - In: Management science : journal of the Institute for … 67 (2021) 5, pp. 3254-3275
Persistent link: https://www.econbiz.de/10012581376
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Tail-heaviness, asymmetry, and profitability forecasting by quantile regression
Tian, Hui; Yim, Andrew; Newton, David P. - In: Management science : journal of the Institute for … 67 (2021) 8, pp. 5209-5233
Persistent link: https://www.econbiz.de/10012625104
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From data to decisions : distributionally robust optimization is optimal
Parys, Bart P. G. van; Mohajerin Esfahani, Peyman; … - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3387-3402
Persistent link: https://www.econbiz.de/10012606903
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Distributionally robust conditional quantile prediction with fixed design
Qi, Meng; Cao, Ying; Shen, Zuo-Jun - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1639-1658
Persistent link: https://www.econbiz.de/10013259976
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Justifying mean-variance portfolio selection when asset returns are skewed
Schuhmacher, Frank; Kohrs, Hendrik; Auer, Benjamin R. - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7812-7824
Persistent link: https://www.econbiz.de/10012815763
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Risk analysis for large pools of loans
Sirignano, Justin; Giesecke, Kay - In: Management science : journal of the Institute for … 65 (2019) 1, pp. 107-121
Persistent link: https://www.econbiz.de/10011991377
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Hidden skewness : on the difficulty of multiplicative compounding under random shocks
Ensthaler, Ludwig; Nottmeyer, Olga; Weizsäcker, Georg; … - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1693-1706
Persistent link: https://www.econbiz.de/10011855686