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Playing the turn-of-the-year effect with index futures
Clark, Ross - In: Operations research 35 (1987) 6, pp. 799-813
Persistent link: https://www.econbiz.de/10001069161
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Computational algorithms for convex stochastic programs with simple recourse
Ziemba, William T. - In: Operations research 18 (1970) 3, pp. 414-431
Persistent link: https://www.econbiz.de/10003028931
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A bank asset and liability management model
Kusy, M. J.; Ziemba, W. T. - In: Operations research 34 (1986) 3, pp. 356-376
Persistent link: https://www.econbiz.de/10003613333
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Bounds on the expectation of a convex function of a random variabile: with applications to stochastic programming
Huang, C. C.; Ziemba, W. T.; Ben-Tal, A. - In: Operations research 25 (1977) 2, pp. 315-325
Persistent link: https://www.econbiz.de/10003502778
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Two-period stochastic programs with simple resourse
Everitt, R.; Ziemba, W. T. - In: Operations research 27 (1979) 3, pp. 485-502
Persistent link: https://www.econbiz.de/10003543816