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Stochastic process
Theorie
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Theory
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Portfolio-Management
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Schätztheorie
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Escudero, Laureano F.
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Post, Thierry
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Gendreau, Michel
23
Ferrari, Giorgio
22
Platen, Eckhard
19
Topaloglou, Nikolas
19
Phillips, Peter C. B.
18
Maggioni, Francesca
17
Escobar, Marcos
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Garín, María Araceli
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Takahashi, Akihiko
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Shapiro, Alexander
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Arvanitis, Stelios
14
Koopman, Siem Jan
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Wong, Hoi Ying
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Consigli, Giorgio
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Kraft, Holger
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Leung, Tim
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McAleer, Michael
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Pérez, Gloría
13
Wong, Wing Keung
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Ahmed, Shabbir
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Kuhn, Daniel
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Marti, Kurt
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Morton, David P.
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Todorov, Viktor
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Tomasgard, Asgeir
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Beraldi, Patrizia
11
Kopa, Miloš
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Rossi, Roberto
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Tauchen, George Eugene
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Wallace, Stein W.
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Barro, Diana
10
Bertsimas, Dimitris
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10
Delage, Erick
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National Bureau of Economic Research
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APMOD <8, 2006, Madrid>
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Bachelier Finance Society
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1
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Economics
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Federal Reserve Bank of Cleveland
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Gesellschaft für Angewandte Mathematik und Mechanik
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IGI Global
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Institute of Mathematics and Its Applications
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Institutionen för skogsekonomi
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International Conference on Analysis and Optimisation of Stochastic Systems <1978, Oxford>
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International Conference on Stochastic Finance <2004, Lissabon>
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International Conference on Stochastic Programming <10, 2004, Tucson, Ariz.>
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International Conference on Stochastic Programming <15., 2019, Trondheim>
1
International Federation for Information Processing
1
Johns Hopkins University / Department of Economics
1
Judge Institute of Management Studies
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Logos Verlag Berlin
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Martin-Luther-Universität Halle-Wittenberg / Juristische und Wirtschaftswissenschaftliche Fakultät / Wirtschaftswissenschaftlicher Bereich
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Rodney L. White Center for Financial Research
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Society of Actuaries
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Springer Fachmedien Wiesbaden
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Springer International Publishing
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Springer Malaysia Representative Office
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Springer-Verlag GmbH
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Stanford University.
1
State University of New York at Albany / Department of Economics
1
Swiss Finance Institute
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Symposium on Operations Research <24, 1999, Magdeburg>
1
Trinity College Dublin / Department of Economics
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Chicago / Graduate School of Business
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European journal of operational research : EJOR
344
Computers & operations research : and their applications to problems of world concern ; an international journal
105
Insurance / Mathematics & economics
104
Operations research
95
Mathematics of operations research
79
Operations research letters
78
International journal of production research
74
Journal of econometrics
67
International journal of theoretical and applied finance
66
INFORMS journal on computing : JOC
56
Finance and stochastics
51
Quantitative finance
51
Computational Management Science : CMS
49
International journal of production economics
44
Mathematical methods of operations research
42
Omega : the international journal of management science
38
Transportation research / E : an international journal
37
Journal of economic dynamics & control
36
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
34
Computational economics
33
Management science : journal of the Institute for Operations Research and the Management Sciences
33
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
31
Risks : open access journal
31
Annals of operations research
29
Discussion paper / Tinbergen Institute
29
Journal of mathematical finance
27
OR spectrum : quantitative approaches in management
27
Finance research letters
25
IMA journal of management mathematics
25
Economic modelling
24
Journal of banking & finance
24
Annals of finance
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Journal of the Operational Research Society
23
Applied mathematical finance
22
Computational management science
21
Econometric reviews
21
International journal of financial engineering
21
Mathematics and financial economics
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ECONIS (ZBW)
4,530
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1
Risk-averse regret minimization in multi-stage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
-
2021
Persistent link: https://www.econbiz.de/10012939439
Saved in:
2
Technical note: risk-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
- In:
Operations research
72
(
2024
)
4
,
pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
Saved in:
3
Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Saved in:
4
Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B.
;
Fu, Lunce
;
Dessouky, Maged
- In:
European journal of operational research : EJOR
254
(
2016
)
1
,
pp. 214-225
Persistent link: https://www.econbiz.de/10011503281
Saved in:
5
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
6
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
7
Robust decision making using a general utility set
Hu, Jian
;
Bansal, Manish
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
Saved in:
8
Adjustable light robust optimization with second order stochastic dominance constraints
Guo, Ranran
;
Ye, Wuyi
- In:
The North American journal of economics and finance : a …
73
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014580947
Saved in:
9
Exact robust counterparts of ambiguous stochastic constraints under mean and dispersion information
Postek, Krzysztof Stanisław
;
Ben-Tal, Aharon
;
Hertog, …
-
2015
Persistent link: https://www.econbiz.de/10011350018
Saved in:
10
Bounds of relative regret limit in p-robust supply chain network design
Tian, Junfeng
;
Yue, Jinfeng
- In:
Production and operations management : an international …
23
(
2014
)
10
,
pp. 1811-1831
Persistent link: https://www.econbiz.de/10010464880
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