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Economic implications of nonlinear pricing kernels
Almeida, Caio; Garcia, René - In: Management science : journal of the Institute for … 63 (2017) 10, pp. 3361-3380
Persistent link: https://www.econbiz.de/10011760496
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Robust scheduling practices in the U.S. airline industry : costs, returns, and inefficiencies
Atkinson, Scott Estes; Ramdas, Kamalini; Williams, … - In: Management science : journal of the Institute for … 62 (2016) 11, pp. 3372-3391
Persistent link: https://www.econbiz.de/10011617137
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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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Learning-based robust optimization : procedures and statistical guarantees
Hong, L. Jeff; Huang, Zhiyuan; Lam, Henry - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3447-3467
Persistent link: https://www.econbiz.de/10012606927
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Joint estimation and robustness optimization
Zhu, Taozeng; Xie, Jingui; Sim, Melvyn - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1659-1677
Persistent link: https://www.econbiz.de/10013259995
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A theory of statistical inference for ensuring the robustness of scientific results
Coker, Beau; Rudin, Cynthia; King, Gary - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6174-6197
Persistent link: https://www.econbiz.de/10012665781
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Worst-case value at risk on nonlinear portfolios
Zymler, Steve; Kuhn, Daniel; Rustem, Berç - In: Management science : journal of the Institute for … 59 (2013) 1, pp. 172-188
Persistent link: https://www.econbiz.de/10009711767
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Robust growth-optimal portfolios
Rujeerapaiboon, Napat; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 62 (2016) 7, pp. 2090-2109
Persistent link: https://www.econbiz.de/10011520389
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Robust portfolio choice with learning in the framework of regret : single-period case
Lim, Andrew E. B.; Shanthikumar, J. George; Vahn, Gah-yi - In: Management science : journal of the Institute for … 58 (2012) 9, pp. 1732-1746
Persistent link: https://www.econbiz.de/10009655704
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Multiperiod stock allocation via robust optimization
Jackson, Peter L.; Muckstadt, John A.; Li, Yuexing - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 794-818
Persistent link: https://www.econbiz.de/10012000746