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Robust minimum variance portfolio optimization modelling under scenario uncertainty

Xidonas, Panos; Hassapis, Christis; Soulis, John; … - In: Economic modelling 64 (2017), pp. 60-71

Persistent link: https://www.econbiz.de/10011756471

Robust single machine makespan scheduling with release date uncertainty

Bachtler, Oliver; Krumke, Sven O.; Le, Huy Minh - In: Operations research letters 48 (2020) 6, pp. 816-819

Persistent link: https://www.econbiz.de/10012430170

Probability models and robust policy rules

Levine, Paul; McAdam, Peter; Pearlman, Joseph - In: European economic review : EER 56 (2012) 2, pp. 246-262

Persistent link: https://www.econbiz.de/10009521685

Monetary policy in an uncertain world : probability models and the design of robust monetary rules

Levine, Paul - In: Indian growth and development review 5 (2012) 1, pp. 70-88

Persistent link: https://www.econbiz.de/10009551646

Robust Bayesian inference in stochastic frontier models

Tsionas, Efthymios G. - In: Journal of risk and financial management : JRFM 12 (2019) 4/183, pp. 1-9

a pre-specified amount of data is used, and are robust to changes in the model. Specifically, we examine robustness to …

Persistent link: https://www.econbiz.de/10012171282

Logarithmic depreciation

Anderson, Ewan W.; Brock, William A. - In: Economic modelling 101 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012796050

Chapter 20. Wanting Robustness in Macroeconomics

Hansen, Lars Peter; Sargent, Thomas J. - In: Handbook of monetary economics : volume 3, (pp. 1097-1157). 2010

control theory to the so-called multiplier and constraint preferences that have been used to express ambiguity aversion …Robust control theory is a tool for assessing decision rules when a decision maker distrusts either the specification …. Detection error probabilities can be used to discipline empirically plausible amounts of robustness. We describe applications to …

Persistent link: https://www.econbiz.de/10014025622

Three types of robust Ramsey problems in a linear-quadratic framework

Kwon, Hyosung; Miao, Jianjun - In: Journal of economic dynamics & control 76 (2017), pp. 211-231

Persistent link: https://www.econbiz.de/10011817218

Robust bilateral trade with discrete types

Kargar, Kamyar; Bayrak, Halil Ibrahim; Pinar, Mustafa … - In: EURO journal on computational optimization 6 (2018) 4, pp. 367-393

Persistent link: https://www.econbiz.de/10011964525

Doubts and variability : a robust perspective on exotic consumption series

Bidder, R. M.; Smith, M. E. - In: Journal of economic theory 175 (2018), pp. 689-712

Persistent link: https://www.econbiz.de/10011980773