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Robust trading in spot and for...
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11
Robust approaches to pension fund asset liability management under uncertainty
Pachamanova, Dessislava A.
;
Gülpınar, Nalân
; …
- In:
Optimal financial decision making under uncertainty
,
(pp. 89-119)
.
2017
Persistent link: https://www.econbiz.de/10011558443
Saved in:
12
Simulation and optimization approaches to scenario tree generation
Gülpınar, Nalân
;
Rustem, Berç
;
Settergren, Reuben
- In:
Journal of economic dynamics & control
28
(
2004
)
7
,
pp. 1291-1315
Persistent link: https://www.econbiz.de/10001880805
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13
Dynamic pricing of flexible time slots for attended home delivery
Strauss, Arne
;
Gülpınar, Nalân
;
Zheng, Yijun
- In:
European journal of operational research : EJOR
294
(
2021
)
3
,
pp. 1022-1041
Persistent link: https://www.econbiz.de/10012591580
Saved in:
14
A robust optimization approach to asset-liability management under time-varying investment opportunities
Gülpınar, Nalân
;
Pachamanova, Dessislava A.
- In:
Journal of banking & finance
37
(
2013
)
6
,
pp. 2031-2041
Persistent link: https://www.econbiz.de/10009742491
Saved in:
15
Robust portfolio allocation under dixcrete asset choice constraints
Gülpınar, Nalân
;
Katata, Kabir
;
Pachamanova, …
- In:
The journal of asset management
12
(
2011/12
)
1
,
pp. 67-83
Persistent link: https://www.econbiz.de/10009127806
Saved in:
16
Optimal hedging strategy for risk management on a network
Gao, Tianjiao
;
Gupta, Aparna
;
Gülpınar, Nalân
;
Zhu, Yun
- In:
Journal of financial stability
16
(
2015
),
pp. 31-44
Persistent link: https://www.econbiz.de/10011574001
Saved in:
17
A robust asset-liability management framework for investment products with guarantees
Gülpınar, Nalân
;
Pachamanova, Dessislava A.
; …
- In:
OR spectrum : quantitative approaches in management
38
(
2016
)
4
,
pp. 1007-1041
Persistent link: https://www.econbiz.de/10011686059
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18
Efficient solution selection for two-stage stochastic programs
Fei, Xin
;
Gülpınar, Nalân
;
Branke, Jürgen
- In:
European journal of operational research : EJOR
277
(
2019
)
3
,
pp. 918-929
Persistent link: https://www.econbiz.de/10012102211
Saved in:
19
Heuristics for the stochastic dynamic task-resource allocation problem with retry opportunities
Gülpınar, Nalân
;
Çanakoğlu, Ethem
;
Branke, Juergen
- In:
European journal of operational research : EJOR
266
(
2018
)
1
,
pp. 291-303
Persistent link: https://www.econbiz.de/10011811694
Saved in:
20
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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