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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...

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Modeling approaches for the design of resilient supply networks under disruptions

Klibi, Walid; Martel, Alain - In: International journal of production economics 135 (2011) 2, pp. 882-898

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Reliable forward-reverse logistics network design under partial and complete facility disruptions

Hatefi, Seyed Morteza; Jolai, Fariborz - In: International journal of logistics systems and management 20 (2015) 3, pp. 370-394

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Stochastically weighted stochastic dominance concepts with an application in capital budgeting

Hu, Jian; Homem-de-Mello, Tito; Mehrotra, Sanjay - In: European journal of operational research : EJOR 232 (2014) 3, pp. 572-583

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A multistage linear stochastic programming model for optimal corporate debt management

Valladão, Davi M.; Veiga, Alvaro; Veiga, Geraldo - In: European journal of operational research : EJOR 237 (2014) 1, pp. 303-311

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A risk management system for sustainable fleet replacement

Ansaripoor, Amir H.; Oliveira, Fernando S.; Liret, Anne - In: European journal of operational research : EJOR 237 (2014) 2, pp. 701-712

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Capacity expansion and forward contracting in a duopolistic power sector

Chin, Dorea; Siddiqui, Afzal S. - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 57-86

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Energy efficiency and risk management in public buildings : strategic model for robust planning

Cano, Emilio L.; Moguerza, Javier M.; Ermol'eva, Tatiana Y. - In: Computational Management Science : CMS 11 (2014) 1/2, pp. 25-44

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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

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Risk-balanced dimensioning and pricing of end-to-end differentiated services

Gaivoronski, Alexei A.; Nesse, Per-Jonny; Østerbo, … - In: European journal of operational research : EJOR 254 (2016) 2, pp. 644-655

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