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91
Impact of risk aversion and backup supplier on sourcing decisions of a firm
Merzifonluoglu, Yasemin
- In:
International journal of production research
53
(
2015
)
21/22
,
pp. 6937-6961
Persistent link: https://www.econbiz.de/10011434643
Saved in:
92
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
Saved in:
93
Building up time-consistency for risk measures and dynamic optimizatio
De Lara, Michel
;
Leclère, Vincent
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 177-187
Persistent link: https://www.econbiz.de/10011435779
Saved in:
94
CVaR (superquantile) norm : stochastic case
Mafusalov, Alexander
;
Uryasev, Stan
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 200-208
Persistent link: https://www.econbiz.de/10011435796
Saved in:
95
A simple and focused backtest of value at risk
Krämer, Walter
;
Wied, Dominik
- In:
Economics letters
137
(
2015
),
pp. 29-31
Persistent link: https://www.econbiz.de/10011436196
Saved in:
96
Value-at-risk estimates of the stock indices in developed and emerging markets including the spillover effects of currency market
Su, Jung-bin
- In:
Economic modelling
46
(
2015
),
pp. 204-224
Persistent link: https://www.econbiz.de/10011436595
Saved in:
97
Accuracy of mortgage portfolio risk forecasts during financial crises
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 440-456
Persistent link: https://www.econbiz.de/10011436707
Saved in:
98
Take it to the limit: Innovative CVaR applications to extreme credit risk measurement
Allen, David E.
;
Powell, R. J.
;
Singh, Abhay Kumar
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 465-475
Persistent link: https://www.econbiz.de/10011436713
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99
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time
Gao, Jianjun
;
Xiong, Yan
;
Li, Duan
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 647-656
Persistent link: https://www.econbiz.de/10011436797
Saved in:
100
Asymmetric volatility, skewness, and downside risk in different asset classes : evidence from futures markets
Tse, Yiuman
- In:
The financial review : the official publication of the …
51
(
2016
)
1
,
pp. 83-111
Persistent link: https://www.econbiz.de/10011436801
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