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Models and muddles : comment on "Calibration of agricultural risk programming models using positive mathematical programming"
Petsakos, Athanasios; Rozakis, Stelios - In: The Australian journal of agricultural and resource … 66 (2022) 3, pp. 713-728
Persistent link: https://www.econbiz.de/10013329789
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Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz - In: International journal of logistics systems and management 25 (2016) 1, pp. 96-107
Persistent link: https://www.econbiz.de/10011647331
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Multiobjective optimization under uncertainty : a multiobjective robust (relative) regret approach
Groetzner, Patrick; Werner, Ralf - In: European journal of operational research : EJOR 296 (2022) 1, pp. 101-115
Persistent link: https://www.econbiz.de/10012820148
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Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.; Liao, Haitao; Sullivan, Kelly M. - In: European journal of operational research : EJOR 296 (2022) 1, pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
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A robust optimization approach with probe-able uncertainty
Lee, Chungmok - In: European journal of operational research : EJOR 296 (2022) 1, pp. 218-239
Persistent link: https://www.econbiz.de/10012820157
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Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique
Mitra, Pradip Kumar; Mascarenhas, Edward - In: International journal of business excellence : IJBEX 25 (2021) 4, pp. 474-490
Persistent link: https://www.econbiz.de/10012798425
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Dynamic hedging in incomplete markets using risk measures
Gaillardetz, Patrice; Hachem, Saeb - In: IMA journal of management mathematics 33 (2022) 2, pp. 345-367
Persistent link: https://www.econbiz.de/10012798787
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Mean-covariance robust risk measurement
Nguyen, Viet Anh; Shafieezadeh-Abadeh, Soroosh; … - 2021
population distribution.Our approach is related to the theory of optimal transport and exhibits superior statistical …
Persistent link: https://www.econbiz.de/10012800649
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Preservation of structural properties in optimization with decisions truncated by random variables and its applications
Chen, Xin; Gao, Xiangyu; Pang, Zhan - In: Operations research 66 (2018) 2, pp. 340-357
Persistent link: https://www.econbiz.de/10011845931
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Optimization with stochastic preferences based on a general class of scalarization functions
Noyan, Nilay; Rudolf, Gábor - In: Operations research 66 (2018) 2, pp. 463-486
Persistent link: https://www.econbiz.de/10011845995