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Near-optimal Bayesian ambiguity sets for distributionally robust optimization
Gupta, Vishal - In: Management science : journal of the Institute for … 65 (2019) 9, pp. 4242-4260
Persistent link: https://www.econbiz.de/10012118557
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Service system with dependent service and patience times
Wu, Chenguang Allen; Bassamboo, Achal; Perry, Ohad - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 1151-1172
Persistent link: https://www.econbiz.de/10012013569
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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