Similar Search Results

Optimisation of supply chain networks under uncertainty : conditional value at risk approach

Babazadeh, Reza; Sabbaghnia, Ali - In: International journal of management and decision making … 17 (2018) 4, pp. 488-508

Persistent link: https://www.econbiz.de/10011971650

Supply chain network design optimization with risk-averse retailer

Golpîra, Hêriş - In: International journal of information systems and supply … 10 (2017) 1, pp. 16-28

Persistent link: https://www.econbiz.de/10011655509

Portfolio optimization with risk constraints

Gandy, Ralf - 2005

In dieser Arbeit setzen wir uns mit den Auswirkungen von Risikobeschränkungen auf das optimale Verhalten eines Investors auseinander, welcher versucht, den erwarteten Endnutzen zu einem festgelegten Zeitpunkt zu maximieren. Dazu kann er ein vorgegebenes Anfangsvermögen in einem Markt...

Persistent link: https://www.econbiz.de/10009462193

Evaluation of the impacts of governmental policies on the biofuels supply chain design under uncertainty

Kazemzadeh, Narges; Hu, Guiping - In: International journal of sustainable economy 7 (2015) 3, pp. 203-219

Persistent link: https://www.econbiz.de/10011414199

Effects of higher order moments on the newsvendor problem

Sun, Qi; Dong, Yucheng; Xu, Weidong - In: International journal of production economics 146 (2013) 1, pp. 167-177

Persistent link: https://www.econbiz.de/10010221648

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

Risk management optimization for sovereign debt restructuring

Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of globalization and development 6 (2015) 2, pp. 181-213

Persistent link: https://www.econbiz.de/10011473912

"Dice"-sion–making under uncertainty : when can a random decision reduce risk?

Delage, Erick; Kuhn, Daniel; Wiesemann, Wolfram - In: Management science : journal of the Institute for … 65 (2019) 7, pp. 3282-3301

Persistent link: https://www.econbiz.de/10012039992

Nested Conditional Value-at-Risk portfolio selection : a model with temporal dependence driven by market-index volatility

Staino, Alessandro; Russo, Emilio - In: European journal of operational research : EJOR 280 (2020) 2, pp. 741-753

Persistent link: https://www.econbiz.de/10012132469

Portfolio optimization with entropic value-at-risk

Ahmadi-Javid, Amir; Fallah-Tafti, Malihe - In: European journal of operational research : EJOR 279 (2019) 1, pp. 225-241

Persistent link: https://www.econbiz.de/10012102740