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On the lattice structure of stable allocations in a two-sided discrete-concave market
Murota, Kazuo; Yokoi, Yu - In: Mathematics of operations research 40 (2015) 2, pp. 460-473
Persistent link: https://www.econbiz.de/10011283234
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Sensitivity analysis of the maximal value function with applications in nonconvex minimax programs
Guo, Lei; Ye, Jane J.; Zhang, Jin - In: Mathematics of operations research 49 (2024) 1, pp. 536-556
Persistent link: https://www.econbiz.de/10014527955
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Dynamic asset allocation with uncertain jump risks : a pathwise optimization approach
Jin, Xing; Luo, Dan; Zeng, Xudong - In: Mathematics of operations research 43 (2018) 2, pp. 347-376
Persistent link: https://www.econbiz.de/10011868609
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Maximization of nonconcave utility functions in discrete-time financial market models
Carassus, Laurence; Rásonyi, Miklós - In: Mathematics of operations research 41 (2016) 1, pp. 146-173
Persistent link: https://www.econbiz.de/10011448349
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Portfolio optimization with quasiconvex risk measures
Mastrogiacomo, Elisabetta; Rosazza Gianin, Emanuela - In: Mathematics of operations research 40 (2015) 4, pp. 1042-1059
Persistent link: https://www.econbiz.de/10011409050