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Multi-period portfolio optimization under probabilistic risk measure
Sun, Yufei; Aw, Grace; Teo, Kok Lay; Zhu, Yanjian; … - In: Finance research letters 18 (2016), pp. 60-66
Persistent link: https://www.econbiz.de/10011656525
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Retailer's optimal procurement strategy under supply disruption and stochastic demand : backup sourcing or simultaneous sourcing
Lin, Feng; Shi, Jinzhao; Wu, Peng; Zhuo, Xingxuan - In: Inventi impact: retailing & consumer services (2021) 1, pp. 43-57
Persistent link: https://www.econbiz.de/10012601936
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Logic-based Benders decomposition for bi-objective parallel machine selection and job scheduling with release dates and resource consumption
Wu, Peng; Wang, Yun; Chu, Chengbin - In: Computers & operations research : an international journal 164 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014562921
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Novel efficient formulation and matheuristic for large-sized unrelated parallel machine scheduling with release dates
Li, Yantong; Côté, Jean-François; Coelho, Leandro C.; … - In: International journal of production research 60 (2022) 20, pp. 6104-6123
Persistent link: https://www.econbiz.de/10013501015
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Novel formulations and logic-based benders decomposition for the integrated parallel machine scheduling and location problem
Li, Yantong; Côté, Jean-François; Coelho, Leandro C.; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 2, pp. 1048-1069
Persistent link: https://www.econbiz.de/10013361410
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A strategic study on dynamic investment of online advertising in two-echelon supply chain disturbed by the spillover effect
Zhou, Huini; Wu, Peng; Tan, Yong - In: International journal of logistics : research and … 27 (2024) 5, pp. 604-648
Persistent link: https://www.econbiz.de/10014553987
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The Impact of Low-Carbon Certification in a Duopolistic Market with Incomplete Information
Li, Bei; Wang, Yiqing; Xiang, Zhijie; Yin, Shixi; wu, peng - 2023
This paper explores the role and impact of low-carbon certification in a duopolistic competitive market. We establish a model considering customers' green preferences and companies' low-carbon certification decisions under different states of the certification market. Results show that: (1)...
Persistent link: https://www.econbiz.de/10014357613
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The cost of multiple large shareholders
Cai, Charlie X.; Hillier, David; Wang, Jun - In: Financial management 45 (2016) 2, pp. 401-430
Persistent link: https://www.econbiz.de/10011526884
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Adverse selection or advantageous selection? : risk and underwriting in China's health-insurance market
Gao, Feng; Powers, Michael R.; Wang, Jun - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 505-510
Persistent link: https://www.econbiz.de/10009517612
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Improving risk forecasts for optimized portfolio
Menchero, Jose; Wang, Jun; Orr, D. J. - In: Financial analysts' journal : FAJ 68 (2012) 3, pp. 40-50
Persistent link: https://www.econbiz.de/10009680624