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Improved iterative methods for solving risk parity portfolio
Choi, Jaehyuk; Chen, Rong - In: Journal of derivatives and quantitative studies 30 (2022) 2, pp. 114-124
Risk parity, also known as equal risk contribution, has recently gained increasing attention as a portfolio allocation …
Persistent link: https://www.econbiz.de/10013202393
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Chapter 15 : Psychological Aspect of Financial Planning
Yeske, Dave - 2017
, finance, economics, and law. It includes budgeting and cash flow planning, risk management, insurance planning, investment …
Persistent link: https://www.econbiz.de/10012954723
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Uncertainty representation and risk management for direct segmented marketing
Pachamanova, Dessislava A.; Lo, Victor S.; Gülpınar, … - In: Journal of marketing management : JMM ; journal of the … 36 (2020) 1/2, pp. 149-175
Persistent link: https://www.econbiz.de/10012178695
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Modeling Supply Chain Planning Under Demand Uncertainty Using Stochastic Programming : A Survey Motivated by Asset-Liability Management
Sodhi, ManMohan S.; Tang, Christopher S. - 2009
We extend the linear programming (LP) model of deterministic supply-chain planning to take demand uncertainty and cash flows into account for the medium term. The resulting stochastic LP model is similar to that of Asset-Liability Management (ALM), for which the literature using stochastic...
Persistent link: https://www.econbiz.de/10014057431
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Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios
Li Yang; Chen, Zhiping; Hu, Qianhui - In: China finance review international 4 (2014) 4, pp. 360-384
Persistent link: https://www.econbiz.de/10011339001
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Procurement strategy with credit risk
Wang, Hsiao-fan; Su, Ray - In: International journal of operations and quantitative … 19 (2013) 3, pp. 179-200
Persistent link: https://www.econbiz.de/10010253593
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Multilevel optimization modeling for risk-averse stochastic programming
Eckstein, Jonathan; Eskandani, Deniz; Fan, Jingnan - In: INFORMS journal on computing : JOC 28 (2016) 1, pp. 112-128
Persistent link: https://www.econbiz.de/10011453805
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Restricted risk measures and robust optimization
Lagos, Guido; Espinoza, Daniel; Moreno, Eduardo; … - In: European journal of operational research : EJOR 241 (2015) 3, pp. 771-782
Persistent link: https://www.econbiz.de/10010487547
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A dynamic stochastic programming model of crop rotation choice to test the adoption of long rotation under price and production risks
Ridier, Aude; Chaib, Karim; Roussy, Caroline - In: European journal of operational research : EJOR 252 (2016) 1, pp. 270-279
Persistent link: https://www.econbiz.de/10011449485
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Incorporating field time risk into a stochastic programming model of farm production
Apland, Jeffrey - 1990
Persistent link: https://www.econbiz.de/10000793320