//--> //--> //--> //-->
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:"Stochastic process"
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
Value-at-risk based risk manag...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
Theorie
94
Theory
94
Portfolio selection
46
Portfolio-Management
46
CAPM
30
Börsenkurs
26
Share price
26
Mathematical programming
19
Mathematische Optimierung
19
General equilibrium
18
Stochastischer Prozess
18
Allgemeines Gleichgewicht
17
Financial investment
17
Kapitalanlage
17
Financial economics
16
Kapitalmarkttheorie
16
Dynamic programming
14
Dynamische Optimierung
14
Financial market
14
Finanzmarkt
14
Volatility
13
Volatilität
13
Investment Fund
11
Investmentfonds
11
Risiko
11
Risk
11
Anlageverhalten
10
Behavioural finance
10
Risikoaversion
9
Risikomaß
9
Risk aversion
9
Risk measure
9
asset pricing
9
Aktienmarkt
8
Benchmarking
8
Incentives
8
Incomplete market
8
Leerverkauf
8
Short selling
8
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Language
All
English
18
Author
All
Shapiro, Alexander
17
Cheng, Yi
4
Guigues, Vincent
2
Liu, Rui Peng
2
Pichler, Alois
2
Ahmed, Shabbir
1
Bruno, Sergio
1
Costa, Joari Paulo da
1
De Maere d'Aertrycke, Gauthier
1
Löhndorf, Nils
1
Shapiro, Alex
1
Smeers, Yves
1
Soares, Murilo Pereira
1
Street, Alexandre
1
Tekaya, Wajdi
1
Ugurlu, K.
1
more ...
less ...
Published in...
All
European journal of operational research : EJOR
8
Operations research letters
4
Operations research
3
Mathematical methods of operations research
2
Insurance / Mathematics & economics
1
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On a time consistency concept in risk averse multistage stochastic programming
Shapiro, Alexander
- In:
Operations research letters
37
(
2009
)
3
,
pp. 143-147
Persistent link: https://www.econbiz.de/10003903823
Saved in:
2
Analysis of stochastic dual dynamic programming method
Shapiro, Alexander
- In:
European journal of operational research : EJOR
209
(
2011
)
1
,
pp. 63-72
Persistent link: https://www.econbiz.de/10008798705
Saved in:
3
Minimax and risk averse multistage stochastic programming
Shapiro, Alexander
- In:
European journal of operational research : EJOR
219
(
2012
)
3
,
pp. 719-726
Persistent link: https://www.econbiz.de/10009526593
Saved in:
4
Minimal representation of insurance prices
Pichler, Alois
;
Shapiro, Alexander
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 184-193
Persistent link: https://www.econbiz.de/10011312072
Saved in:
5
Risk exposure and Lagrange multipliers of nonanticipativity constraints in multistage stochastic problems
De Maere d'Aertrycke, Gauthier
;
Shapiro, Alexander
; …
- In:
Mathematical methods of operations research
77
(
2013
)
3
,
pp. 393-405
Persistent link: https://www.econbiz.de/10009774882
Saved in:
6
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
7
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
8
Risk neutral and risk averse Stochastic Dual Dynamic Programming method
Shapiro, Alexander
;
Tekaya, Wajdi
;
Costa, Joari Paulo da
; …
- In:
European journal of operational research : EJOR
224
(
2013
)
2
,
pp. 375-391
Persistent link: https://www.econbiz.de/10009683060
Saved in:
9
Inference of statistical bounds for multistage stochastic programming problems
Shapiro, Alex
- In:
Mathematical methods of operations research
58
(
2003
)
1
,
pp. 57-68
Persistent link: https://www.econbiz.de/10001788397
Saved in:
10
Central limit theorem and sample complexity of stationary stochastic programs
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
49
(
2021
)
5
,
pp. 676-681
Persistent link: https://www.econbiz.de/10013207426
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->