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1
Why not insure prices? : experimental evidence from Peru
Boyd, Chris M.
;
Bellemare, Marc F.
- In:
Journal of economic behavior & organization : JEBO
202
(
2022
),
pp. 580-631
Persistent link: https://www.econbiz.de/10013552453
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2
Optimal
dividend
bands revisited : a gradient-based method and evolutionary algorithms
Albrecher, Hansjörg
;
Garcia Flores, Brandon
- In:
Scandinavian actuarial journal
2023
(
2023
)
8
,
pp. 788-810
Persistent link: https://www.econbiz.de/10014383971
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3
Futures contracting and
dividend
uncertainty in experimental asset markets
Porter, David P.
- In:
The journal of business : B
68
(
1995
)
4
,
pp. 509-541
Persistent link: https://www.econbiz.de/10001190516
Saved in:
4
Portfolio optimization with
risk
control by stochastic dominance constraints
Dentcheva, Darinka
;
Ruszczyński, Andrzej P.
- In:
Stochastic programming : the state of the art ; in …
,
(pp. 189-211)
.
2011
Persistent link: https://www.econbiz.de/10008798656
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5
Moment calculations for piecewise-defined functions : an application to stochastic optimization with coherent
risk
measures
Borgonovo, Emanuele
;
Peccati, Lorenzo
-
2010
Persistent link: https://www.econbiz.de/10003964884
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6
An experimental analysis of the p-median problem under uncertainty : an evolutionary algorithm approach
López-Monzalvo, Francisco
;
Brizuela, Carlos A.
- In:
European journal of industrial engineering : EJIE
8
(
2014
)
4
,
pp. 554-578
Persistent link: https://www.econbiz.de/10011284994
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7
Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
Qin, Zhongfeng
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 480-488
Persistent link: https://www.econbiz.de/10011308984
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8
Inverse portfolio problem with coherent
risk
measures
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
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9
Portfolio optimization with disutility-based
risk
measure
Fulga, Cristinca
- In:
European journal of operational research : EJOR
251
(
2016
)
2
,
pp. 541-553
Persistent link: https://www.econbiz.de/10011444347
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10
An adaptive robust portfolio optimization model with loss constraints based on data-driven polyhedral uncertainty sets
Fernandes, Betina
;
Street, Alexandre
;
Valladão, Davi
; …
- In:
European journal of operational research : EJOR
255
(
2016
)
3
,
pp. 961-970
Persistent link: https://www.econbiz.de/10011556541
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