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Stochastic Dominance Efficiency Analysis of Diversified Portfolios: Classification, Comparison and Refinements
Lizyayev, Andrey - 2010
For more than three decades, empirical analysis of stochastic dominance was restricted to settings with mutually exclusive choice alternatives. In recent years, a number of methods for testing efficiency of diversified portfolios have emerged, which can be classified into three main categories:...
Persistent link: https://www.econbiz.de/10010325987
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Two-phase algorithm for the lot-sizing problem with backlogging for stepwise transportation cost without speculative motives
Hwang, Hark-Chin; Kang, Jangha - In: Omega : the international journal of management science 59 (2016), pp. 238-250
Persistent link: https://www.econbiz.de/10011439803
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Asymmetric polygons with maximum area
Barba, L.; Caraballo, Luis E.; Díaz-Báñez, J. M.; … - In: European journal of operational research : EJOR 249 (2016) 3, pp. 1123-1131
Persistent link: https://www.econbiz.de/10011413876
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Algorithmic mechanism design : through the lens of multiunit auctions
Nisan, Noam - 2015
Persistent link: https://www.econbiz.de/10011498308
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A note on computing the center of uncertain data on the real line
Wang, Haitao; Zhang, Jingru; Zyma, Kenneth - In: Operations research letters 44 (2016) 3, pp. 370-373
Persistent link: https://www.econbiz.de/10011506150
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Novel dual discounting functions for the Internet shopping optimization problem : new algorithms
Błażewicz, Jacek; Cheriere, Nathanael; Dutot, … - In: Journal of scheduling 19 (2016) 3, pp. 245-255
Persistent link: https://www.econbiz.de/10011509125
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Balanced splitting on weighted intervals
Cao, Wei; Li, Jian; Li, Shimin; Wang, Haitao - In: Operations research letters 43 (2015) 4, pp. 396-400
Persistent link: https://www.econbiz.de/10011372414
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When algorithmic predictions use human-generated data : a bias-aware classification algorithm for breast cancer diagnosis
Ahsen, Mehmet Eren; Ayvaci, Mehmet Ulvi Saygi; … - In: Information systems research : ISR 30 (2019) 1, pp. 97-116
Persistent link: https://www.econbiz.de/10012038210
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Algorithmic bias? : an empirical study of apparent gender-based discrimination in the display of STEM career ads
Lambrecht, Anja; Tucker, Catherine - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 2966-2981
Persistent link: https://www.econbiz.de/10012039966
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The complexity of optimal multidimensional pricing for a unit-demand buyer
Chen, Xi; Diakonikolas, Ilias; Paparas, Dimitris; Sun, … - In: Games and economic behavior 110 (2018), pp. 139-164
Persistent link: https://www.econbiz.de/10012052076