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Distributed decisions in networks : laboratory study of routing splittable flow
Rapoport, Amnon; Gisches, Eyran J.; Mak, Vincent - In: Production and operations management : an international … 23 (2014) 2, pp. 314-331
Persistent link: https://www.econbiz.de/10010340244
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Some experiments with a multisectoral intertemporal optimization model for Sri Lanka
Wijesinghe, D. S. - 1986
Persistent link: https://www.econbiz.de/10000954899
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An experimental examination into the design of decentralized methods to solve the assignment problem with and without money
Olson, Mark A. - In: Economic theory : official journal of the Society for … 4 (1994) 1, pp. 11-40
Persistent link: https://www.econbiz.de/10001331870
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Current issues in frequency domain experimentation
Sargent, Robert G. - In: Management science : journal of the Institute for … 38 (1992) 5, pp. 667-687
Persistent link: https://www.econbiz.de/10001125630
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Experiments in quadratic 0-1 programming
Barahona, Francisco; Jünger, Michael; Reinelt, Gerhard - 1987
Persistent link: https://www.econbiz.de/10000731564
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Mathematical models in educational planning
Stone, Richard (contributor) - 1967
Persistent link: https://www.econbiz.de/10000595920
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Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan; Zabarankin, Michael - In: European journal of operational research : EJOR 249 (2016) 2, pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
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An approach to improve meanvariance portfolio optimization model
Yanushevsky, Rafael; Yanushevsky's, Daniel - In: The journal of asset management 16 (2015) 3, pp. 209-219
Persistent link: https://www.econbiz.de/10011413306
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Conditioning the information in portfolio optimization
Sala, Carlo; Barone-Adesi, Giovanni - 2015
This paper proposes a theoretical analysis on the impacts of using a suboptimal information set on the three main components used in asset pricing, namely the risk physical and neutral measures and the relative pricing kernel.The analysis is carried out by means of a portfolio optimization...
Persistent link: https://www.econbiz.de/10011506342
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Robust utility maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis; Possamaï, Dylan; Zhou, Chao - In: Mathematical finance : an international journal of … 25 (2015) 2, pp. 258-287
Persistent link: https://www.econbiz.de/10011350647