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Volatility vs. downside risk : optimally protecting against drawdowns and maintaining portfolio performance
Barro, Diana; Canestrelli, Elio; Lanza, Fabio - 2014
Persistent link: https://www.econbiz.de/10011632160
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Uncertainty representation and risk management for direct segmented marketing
Pachamanova, Dessislava A.; Lo, Victor S.; Gülpınar, … - In: Journal of marketing management : JMM ; journal of the … 36 (2020) 1/2, pp. 149-175
Persistent link: https://www.econbiz.de/10012178695
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Designing profitable and responsive supply chains under uncertainty
Azaron, Amir; Venkatadri, Uday; Doost, Alireza Farhang - In: International journal of production research 59 (2021) 1, pp. 213-225
Persistent link: https://www.econbiz.de/10012425119
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Risk-averse stochastic programming vs. adaptive robust optimization : a virtual power plant application
Lima, Ricardo M.; Conejo, Antonio J.; Giraldi, Loïc; … - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 3, pp. 1795-1818
Persistent link: https://www.econbiz.de/10013361856
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The formation of strategic portfolio of the development of risk management in telecommunications enterprises during martial law and post-war conditions
Vynogradova, Olena; Pysar, Nadiia; Zakharzhevska, Alina - In: Technology audit and production reserves 6 (2022) 4/68, pp. 12-16
Persistent link: https://www.econbiz.de/10013530807
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Formulating a stochastic discounting model with actuarial and risk management applications
Artikis, Constantinos T. - In: Spudai / University of Piraeus : journal of economics … 62 (2012) 3/4, pp. 7-15
Persistent link: https://www.econbiz.de/10010201835
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Risk measures and portfolio optimization
Gambrah, Priscilla Serwaa Nkyira; Pirvu, Traian Adrian - In: Journal of risk and financial management : JRFM 7 (2014) 3, pp. 113-129
In this paper we investigate portfolio optimization under Value at Risk, Average Value at Risk and Limited Expected Loss constraints in a continuous time framework, where stocks follow a geometric Brownian motion. Analytic expressions for Value at Risk, Average Value at Risk and Limited Expected...
Persistent link: https://www.econbiz.de/10011553110
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Importance sampling for option Greeks with discontinuous payoffs
Tong, Shaolong; Liu, Guangwu - In: INFORMS journal on computing : JOC 28 (2016) 2, pp. 223-235
Persistent link: https://www.econbiz.de/10011489268
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Supply chain management and risk management in an environment of stochastic uncertainty (retail)
Lochan, Sergey A.; Rozanova, Tatiana P.; Bezpalov, Valery V. - In: Risks : open access journal 9 (2021) 11, pp. 1-14
In the context of stochastic uncertainty and the increasing complexity of logistics processes in the retail sector, managers face a problem in obtaining accurate forecasts for the dynamics of changes in key business performance indicators. The purpose of the present work is to assess the impact...
Persistent link: https://www.econbiz.de/10012704024
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A stochastic oil price model for optimal hedging and risk management
Pennanen, Teemu; Bonatto, Luciane Sbaraini - In: International journal of theoretical and applied … 25 (2022) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10013189999