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Pichler, Alois
20
Pflug, Georg
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European journal of operational research : EJOR
6
Insurance / Mathematics & economics
2
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2
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2
Annals of operations research ; 235
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The natural Banach space for version independent risk measures
Pichler, Alois
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 405-415
Persistent link: https://www.econbiz.de/10010195914
Saved in:
2
The 1/N investment strategy is optimal under high model ambiguity
Pflug, Georg
;
Pichler, Alois
;
Wozabal, David
- In:
Journal of banking & finance
36
(
2012
)
2
,
pp. 410-417
Persistent link: https://www.econbiz.de/10009511313
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3
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
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4
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
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5
Nonlinear stochastic programming : with a case study in continuous switching
Pichler, Alois
;
Tomasgard, Asgeir
- In:
European journal of operational research : EJOR
252
(
2016
)
2
,
pp. 487-501
Persistent link: https://www.econbiz.de/10011457699
Saved in:
6
Stochastic multi-objective optimization : a survey on non-scalarizing methods
Gutjahr, Walter J.
;
Pichler, Alois
- In:
ORP3 - Operations Research Peripatetic Postgraduate …
,
(pp. 475-499)
.
2016
Persistent link: https://www.econbiz.de/10011484244
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7
Tree approximation for discrete time stochastic processes : a process distance approach
Kovacevic, Raimund
;
Pichler, Alois
-
2015
Persistent link: https://www.econbiz.de/10011486987
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8
Time-consistent decisions and temporal decomposition of coherent risk functionals
Pflug, Georg
;
Pichler, Alois
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 682-699
Persistent link: https://www.econbiz.de/10011520518
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9
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance : editorial
Consigli, Giorgio
;
Kopa, Miloš
;
Pichler, Alois
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 28-30
Persistent link: https://www.econbiz.de/10012872492
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10
Structural estimation of switching costs for peaking power plants
Fleten, Stein-Erik
;
Haugom, Erik
;
Pichler, Alois
; …
- In:
European journal of operational research : EJOR
285
(
2020
)
1
,
pp. 23-33
Persistent link: https://www.econbiz.de/10012239464
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