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Kim, Michael Jong; Lim, Andrew E. B. - In: Management science : journal of the Institute for … 62 (2016) 1, pp. 264-285

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Entropy coherent and entropy convex measures of risk

Laeven, Roger J. A.; Stadje, Mitja - In: Mathematics of operations research 38 (2013) 2, pp. 265-293

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Systematic stress tests with entropic plausibility constraints

Breuer, Thomas; Csiszár, Imre - In: Journal of banking & finance 37 (2013) 5, pp. 1552-1559

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Statistical problem classes and their links to information theory

Clarke, Bertrand; Clarke, Jennifer; Yu, Chi Wai - In: Econometric reviews 33 (2014) 1/4, pp. 337-371

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Optimal asset allocation: Risk and information uncertainty

Yam, Sheung Chi Phillip; Yang, Hailiang; Yuen, Fei Lung - In: European journal of operational research : EJOR 251 (2016) 2, pp. 554-561

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Hierarchical IPF : generating a synthetic population for Switzerland : ERSA 2011

Mueller, Kirill; Axhausen, Kay W. - 2011

Agent-based microsimulation models for land use or transportation simulate the behavior of agents over time, although at different time scales and with different goals. For both kinds of models, the initial step is the definition of agents and their relationships. Synthesizing the population of...

Persistent link: https://www.econbiz.de/10011548745