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Sample average approximation of expected value constrained stochastic programs
Wang, Wei; Ahmed, Shabbir - In: Operations research letters 36 (2008) 5, pp. 515-519
Persistent link: https://www.econbiz.de/10003786740
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Stochastic portfolio optimization with proportional transaction costs : convex reformulations and computational experiments
Filomena, Tiago P.; Lejeune, Miguel A. - In: Operations research letters 40 (2012) 3, pp. 212-217
Persistent link: https://www.econbiz.de/10009546517
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On the complexity of the single machine scheduling problem minimizing total weighted delay penalty
Vásquez, Óscar C. - In: Operations research letters 42 (2014) 5, pp. 343-347
Persistent link: https://www.econbiz.de/10010404393
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Mean-variance portfolio selection under a constant elasticity of variance model
Shen, Yang; Zhang, Xin; Siu, Tak Kuen - In: Operations research letters 42 (2014) 5, pp. 337-342
Persistent link: https://www.econbiz.de/10010404397
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Scenario tree generation and multi-asset financial optimization problems
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: Operations research letters 41 (2013) 5, pp. 494-498
Persistent link: https://www.econbiz.de/10010189850
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Optimal investment and risk control for an insurer with stochastic factor
Bo, Lijun; Wang, Shihua - In: Operations research letters 45 (2017) 3, pp. 259-265
Persistent link: https://www.econbiz.de/10011719330
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Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun; Xu, Zuo Quan - In: Operations research letters 44 (2016) 6, pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
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Quadratic hedging for sequential claims with random weights in discrete time
Deng, Jun; Zou, Bin - In: Operations research letters 49 (2021) 2, pp. 218-225
Persistent link: https://www.econbiz.de/10012506620
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A risk-averse newsvendor with law invariant coherent measures of risk
Choi, Sungyong; Ruszczyński, Andrzej P. - In: Operations research letters 36 (2008) 1, pp. 77-82
Persistent link: https://www.econbiz.de/10003768526
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A note on the delay distribution in GPS
Lieshout, P.; Mandjes, Michel - In: Operations research letters 36 (2008) 1, pp. 117-122
Persistent link: https://www.econbiz.de/10003768581