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Robust portfolio optimization for electricity planning: An application based on the Brazilian electricity mix
Costa, Oswaldo Luiz do Valle; Oliveira Ribeiro, Celma de; … - In: Energy economics 64 (2017), pp. 158-169
Persistent link: https://www.econbiz.de/10011758103
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A portfolio approach to wind and solar deployment in Australia
Chyong, Chi Kong; Li, Carmen A.; Reiner, David M.; … - 2020
Persistent link: https://www.econbiz.de/10013205503
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Portfolio decision analysis for evaluating stakeholder conflicts in land use planning
Fasth, Tobias; Bohman, Samuel; Larsson, Aron; Ekenberg, Love - In: Group decision and negotiation 29 (2020) 2, pp. 321-343
Persistent link: https://www.econbiz.de/10012225205
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A multicriteria approach for rating investments in commercial real estate
Stefanakis, Konstantinos; Doumpos, Michael - In: International transactions in operational research : a … 30 (2023) 5, pp. 2189-2209
Persistent link: https://www.econbiz.de/10014259120
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Integration-segregation decisions under general value functions : "create your own bundle - choose 1, 2 or all 3!"
Egozcue, Martín; Massoni, Sébastien; Wong, Wing Keung; … - In: IMA journal of management mathematics 25 (2014) 1, pp. 57-72
Persistent link: https://www.econbiz.de/10010242802
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Mean-variance portfolio selection in a jump-diffusion financial market with common shock dependence
Tian, Yingxu; Sun, Zhongyang - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-12
This paper considers the optimal investment problem in a financial market with one risk-free asset and one jump-diffusion risky asset. It is assumed that the insurance risk process is driven by a compound Poisson process and the two jump number processes are correlated by a common shock. A...
Persistent link: https://www.econbiz.de/10011857001
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Regularity properties in a state-constrained expected utility maximization problem
Lazgham, Mourad - In: Mathematical methods of operations research 88 (2018) 2, pp. 185-240
Persistent link: https://www.econbiz.de/10011935660
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One-period pricing strategy of "money doctors" under cumulative prospect theory
Deng, Liurui; Liu, Zilan - In: Portuguese economic journal 16 (2017) 2, pp. 113-144
Persistent link: https://www.econbiz.de/10011900478
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When are two portfolios better than one? : A prospect theory approach
Meunier, Luc; Ohadi, Sima - In: Theory and decision : an international journal for … 94 (2023) 3, pp. 503-538
Persistent link: https://www.econbiz.de/10014291663
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Predicting the unpredictable : value-at-risk, performativity, and the politics of financial uncertainty
Lockwood, Erin - In: Review of international political economy : RIPE 22 (2015) 4, pp. 719-756
Persistent link: https://www.econbiz.de/10011372868