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A quantitative comparison of r...
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101
An exact method for constrained maximization of the conditional value-at-risk of a class of stochastic submodular functions
Wu, Hao-Hsiang
;
Küçükyavuz, Simge
- In:
Operations research letters
48
(
2020
)
3
,
pp. 356-361
Persistent link: https://www.econbiz.de/10012254099
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102
The construction of an investment portfolio using stochastic programming
Kabašinskas, Audrius
;
Kadikinaitė, Lina
- In:
Journal of sustainable finance & investment
6
(
2016
)
3
,
pp. 151-160
Persistent link: https://www.econbiz.de/10011722990
Saved in:
103
On exact and approximate stochastic dominance strategies for portfolio selection
Bruni, Renato
;
Cesarone, Francesco
;
Scozzari, Andrea
; …
- In:
European journal of operational research : EJOR
259
(
2017
)
1
,
pp. 322-329
Persistent link: https://www.econbiz.de/10011644989
Saved in:
104
Multiperiod portfolio investment using stochastic programming with conditional value at risk
Chen, Hung-Hsin
;
Yang, Chang-Biau
- In:
Computers & operations research : and their …
81
(
2017
),
pp. 305-321
Persistent link: https://www.econbiz.de/10011656256
Saved in:
105
Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
Tong, X.J.
;
Xu, H.
;
Wu, F. F.
;
Zhao, Z.
- In:
Computational Management Science : CMS
13
(
2016
)
3
,
pp. 393-422
Persistent link: https://www.econbiz.de/10011669303
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106
Robust two-stage stochastic linear optimization with risk aversion
Ling, Aifan
;
Sun, Jie
;
Xiu, Naihua
;
Yang, Xiaoguang
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 215-229
Persistent link: https://www.econbiz.de/10011611260
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107
Integrated production-distribution planning in two-echelon systems : a resilience view
Khalili, Seyed Mohammad
;
Jolai, Fariborz
;
Torabi, Ali
- In:
International journal of production research
55
(
2017
)
3/4
,
pp. 1040-1064
Persistent link: https://www.econbiz.de/10011612938
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108
Decomposability and time consistency of risk averse multistage programs
Shapiro, Alexander
;
Ugurlu, K.
- In:
Operations research letters
44
(
2016
)
5
,
pp. 663-665
Persistent link: https://www.econbiz.de/10011596625
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109
Asymptotics of multivariate conditional risk measures for Gaussian risks
Ling, Chengxiu
- In:
Insurance / Mathematics & economics
86
(
2019
),
pp. 205-215
Persistent link: https://www.econbiz.de/10012058863
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110
Modeling time-dependent randomness in stochastic dual dynamic programming
Löhndorf, Nils
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 650-661
Persistent link: https://www.econbiz.de/10011987574
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