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~subject:"Portfolio selection"
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Operations research
European journal of operational research : EJOR
62
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Computers & operations research : and their applications to problems of world concern ; an international journal
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1
Simulating risk contributions of credit portfolios
Liu, Guangwu
- In:
Operations research
63
(
2015
)
1
,
pp. 104-121
Persistent link: https://www.econbiz.de/10010519509
Saved in:
2
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan
;
Liu, Yanchu
- In:
Operations research
62
(
2014
)
3
,
pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
Saved in:
3
A new unbiased stochastic derivative estimator for discontinuous sample performances with structural parameters
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
;
Heidergott, Bernd
- In:
Operations research
66
(
2018
)
2
,
pp. 487-499
Persistent link: https://www.econbiz.de/10011845997
Saved in:
4
Unified moment-based modeling of integrated stochastic processes
Kyriakou, Ioannis
;
Brignone, Riccardo
;
Fusai, Gianluca
- In:
Operations research
72
(
2024
)
4
,
pp. 1630-1653
Persistent link: https://www.econbiz.de/10015045661
Saved in:
5
Efficient
simulation
of value at risk with heavy-tailed risk factors
Fuh, Cheng-der
;
Hu, Inchi
;
Hsu, Ya-hui
;
Wang, Ren-her
- In:
Operations research
59
(
2011
)
6
,
pp. 1395-1406
Persistent link: https://www.econbiz.de/10009487167
Saved in:
6
Penalty function with memory for discrete optimization via
simulation
with stochastic constraints
Park, Chuljin
;
Kim, Seong-Hee
- In:
Operations research
63
(
2015
)
5
,
pp. 1195-1212
Persistent link: https://www.econbiz.de/10011397825
Saved in:
7
Simulation
of tempered stable Lévy bridges and its applications
Kim, Kyoung-Kuk
;
Kim, Sojung
- In:
Operations research
64
(
2016
)
2
,
pp. 495-509
Persistent link: https://www.econbiz.de/10011485601
Saved in:
8
A Bayesian framework for quantifying uncertainty in stochastic
simulation
Xie, Wei
;
Nelson, Barry L.
;
Barton, Russell R.
- In:
Operations research
62
(
2014
)
6
,
pp. 1439-1452
Persistent link: https://www.econbiz.de/10010471836
Saved in:
9
Exact
simulation
of point processes with stochastic intensities
Giesecke, Kay
;
Kakavand, H.
;
Mousavi, M.
- In:
Operations research
59
(
2011
)
5
,
pp. 1233-1245
Persistent link: https://www.econbiz.de/10010217834
Saved in:
10
Optimal resource capacity management for stochastic networks
Dieker, A. B.
;
Ghosh, S.
;
Squillante, M. S.
- In:
Operations research
65
(
2017
)
1
,
pp. 221-241
Persistent link: https://www.econbiz.de/10011649041
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