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Fabozzi, Frank J.
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European journal of operational research : EJOR
249
Insurance / Mathematics & economics
235
Journal of banking & finance
167
Finance research letters
154
Quantitative finance
108
International journal of theoretical and applied finance
107
Risks : open access journal
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Journal of economic dynamics & control
86
NBER working paper series
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International review of financial analysis
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The journal of asset management
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Economic modelling
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Journal of risk and financial management : JRFM
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63
NBER Working Paper
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The North American journal of economics and finance : a journal of financial economics studies
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Computational economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
59
Journal of empirical finance
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Mathematics and financial economics
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Applied economics
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Discussion paper / Tinbergen Institute
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International review of economics & finance : IREF
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The European journal of finance
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Journal of mathematical finance
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Journal of financial economics
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Mathematical methods of operations research
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Annals of finance
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Economics letters
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Discussion paper / Centre for Economic Policy Research
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Scandinavian actuarial journal
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ECONIS (ZBW)
10,279
RePEc
7
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1
Technical note:
risk
-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
- In:
Operations research
72
(
2024
)
4
,
pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
Saved in:
2
Ambiguity in
risk
preferences in robust stochastic optimization
Haskell, William B.
;
Fu, Lunce
;
Dessouky, Maged
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
Saved in:
3
Almost stochastic dominance for most
risk
-averse
decision
makers
Luo, Chunling
;
Tan, Chin Hon
- In:
Decision analysis : a journal of the Institute for …
17
(
2020
)
2
,
pp. 169-184
Persistent link: https://www.econbiz.de/10012249957
Saved in:
4
Loss-averse preferences and portfolio choices : an extension
Eeckhoudt, Louis R.
;
Fiori, Anna Maria
;
Rosazza Gianin, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 224-230
Persistent link: https://www.econbiz.de/10011435806
Saved in:
5
Robustness of optimal portfolios under
risk
and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Saved in:
6
A scenario decomposition algorithm for stochastic programming problems with a class of downside
risk
measures
Rysz, Maciej
;
Vinel, Alexander
;
Krokhmal, Pavlo
; …
- In:
INFORMS journal on computing : JOC
27
(
2015
)
2
,
pp. 416-430
Persistent link: https://www.econbiz.de/10011291285
Saved in:
7
Cash flow management by
risk
-neutral and
risk
-averse stochastic approaches
Righetto, Giovanni Margarido
;
Morabito, Reinaldo
;
Alem, …
- In:
Journal of the Operational Research Society
71
(
2020
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10012215632
Saved in:
8
Risk
-averse regret minimization in multi-stage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
-
2021
Persistent link: https://www.econbiz.de/10012939439
Saved in:
9
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
Saved in:
10
f-Betas and portfolio optimization with f-divergence induced
risk
measures
Ding, Rui
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1483-1496
Persistent link: https://www.econbiz.de/10014419172
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