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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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Single observation adaptive search for discrete and continuous stochastic optimization
Kiatsupaibul, Seksan; Smith, Robert L.; Zabinsky, Zelda B. - In: Operations research letters 48 (2020) 5, pp. 666-673
Persistent link: https://www.econbiz.de/10012303435
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An optimal job, consumption/leisure, and investment policy
Shim, Gyoocheol; Shin, Yong Hyun - In: Operations research letters 42 (2014) 2, pp. 145-149
Persistent link: https://www.econbiz.de/10010364581
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Conditional value-at-risk in portfolio optimization : coherent but fragile
Lim, Andrew E. B.; Shanthikumar, J. George; Vahn, Gah-yi - In: Operations research letters 39 (2011) 3, pp. 163-171
Persistent link: https://www.econbiz.de/10009160241
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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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Non-linear equity portfolio variance reduction under a mean-variance framework : a delta-gamma approach
Jewell, Sean W.; Li, Yang; Pirvu, Traian A. - In: Operations research letters 41 (2013) 6, pp. 694-700
Persistent link: https://www.econbiz.de/10010236034
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Sparse tangent portfolio selection via semi-definite relaxation
Kim, Min Jeong; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang - In: Operations research letters 44 (2016) 4, pp. 540-543
Persistent link: https://www.econbiz.de/10011535445
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DEA models equivalent to general imageth order stochastic dominance efficiency tests
Branda, Martin; Kopa, Miloš - In: Operations research letters 44 (2016) 2, pp. 285-289
Persistent link: https://www.econbiz.de/10011457629
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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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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