Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Risk measure"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
LQ control without Ricatti equ...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risk measure
Semidefinite programming
104
Mathematische Optimierung
102
Mathematical programming
100
semidefinite programming
95
Theorie
89
Theory
87
Mathematics
18
Mathematik
18
Graph theory
13
Global optimization
12
Graphentheorie
12
Nichtlineare Optimierung
11
Nonlinear programming
11
Robust statistics
11
Robustes Verfahren
11
Semidefinite Programming
11
Combinatorial optimization
10
Stochastic process
8
Stochastischer Prozess
8
Polynomial optimization
7
conic convex programming
6
Portfolio selection
5
Portfolio-Management
5
Risikomaß
5
Robust optimization
5
robust optimization
5
Affine Scaling
4
Algorithm
4
Algorithmus
4
Cluster analysis
4
Clusteranalyse
4
Nonconvex quadratic programming
4
Optimization
4
Primal-Dual Interior Point Methods
4
Risiko
4
Risk
4
Scheduling problem
4
Scheduling-Verfahren
4
Stochastic programming
4
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Ling, Aifan
2
Sun, Jie
2
Yang, Xiaoguang
2
Cui, Xueting
1
Gao, Ziyou
1
Haugh, Martin B.
1
Iyengar, Garud
1
Long, Jiancheng
1
Pei, Xi
1
Song, Irene
1
Sun, Hua
1
Szeto, Wai Yuen
1
Xiu, Naihua
1
Zhao, Fangxia
1
Zhu, Shushang
1
Zhu, Wei
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Networks and spatial economics : a journal of infrastructure modeling and computation
1
The journal of computational finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A distributionally robust joint chance constrained optimization model for the dynamic network design problem under demand uncertainty
Sun, Hua
;
Gao, Ziyou
;
Szeto, Wai Yuen
;
Long, Jiancheng
; …
- In:
Networks and spatial economics : a journal of …
14
(
2014
)
3/4
,
pp. 409-433
Persistent link: https://www.econbiz.de/10011308772
Saved in:
2
Robust tracking error portfolio selection with worst-case downside risk measures
Ling, Aifan
;
Sun, Jie
;
Yang, Xiaoguang
- In:
Journal of economic dynamics & control
39
(
2014
),
pp. 178-207
Persistent link: https://www.econbiz.de/10010388754
Saved in:
3
Robust two-stage stochastic linear optimization with risk aversion
Ling, Aifan
;
Sun, Jie
;
Xiu, Naihua
;
Yang, Xiaoguang
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 215-229
Persistent link: https://www.econbiz.de/10011611260
Saved in:
4
A generalized risk budgeting approach to portfolio construction
Haugh, Martin B.
;
Iyengar, Garud
;
Song, Irene
- In:
The journal of computational finance
21
(
2017/2018
)
2
,
pp. 29-60
Persistent link: https://www.econbiz.de/10011848310
Saved in:
5
Hedging crash risk in optimal portfolio selection
Zhu, Shushang
;
Zhu, Wei
;
Pei, Xi
;
Cui, Xueting
- In:
Journal of banking & finance
119
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012521210
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
