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Robust utility maximization under model uncertainty via a penalization approach

Guo, Ivan; Langrené, Nicolas; Loeper, Grégoire; Ning, Wei - In: Mathematics and financial economics 16 (2022) 1, pp. 51-88

Persistent link: https://www.econbiz.de/10013167700

Robust utility maximization in a multivariate financial market with stochastic drift

Sass, Jörn; Westphal, Dorothee - In: International journal of theoretical and applied finance 24 (2021) 4, pp. 1-28

Persistent link: https://www.econbiz.de/10012652713

Robustness-based portfolio optimization under epistemic uncertainty

Asadujjaman, Md.; Zaman, Kais - In: Journal of industrial engineering international 15 (2019) 2, pp. 207-219

achieve computational efficiency. This paper also proposes a single-loop robust portfolio optimization formulation using the … optimization framework and thereby achieves further computational efficiency. The proposed robust portfolio optimization …

Persistent link: https://www.econbiz.de/10012020120

Stability advances in robust portfolio optimization under parallelepiped uncertainty

Kara, Güray; Özmen, Ayşe; Weber, Gerhard-Wilhelm - In: Central European journal of operations research : CEJOR … 27 (2019) 1, pp. 241-261

Persistent link: https://www.econbiz.de/10011965635

Robust decision making using a general utility set

Hu, Jian; Bansal, Manish; Mehrotra, Sanjay - In: European journal of operational research : EJOR 269 (2018) 2, pp. 699-714

Persistent link: https://www.econbiz.de/10011864436

Simulationsmodell internationaler Standortteilung

Provenzano, Giovanni - 2016

Persistent link: https://www.econbiz.de/10011686846

Die Integration der Prospect Theory in PROMETHEE am Beispiel der Nachhaltigkeitsbewertung von Konzepten zur energetischen Nutzung von Biomasse

Lerche, Nils - 2016 - 1. Auflage

Persistent link: https://www.econbiz.de/10011523141

An experimental analysis of the p-median problem under uncertainty : an evolutionary algorithm approach

López-Monzalvo, Francisco; Brizuela, Carlos A. - In: European journal of industrial engineering : EJIE 8 (2014) 4, pp. 554-578

Persistent link: https://www.econbiz.de/10011284994

Robust multiobjective portfolio optimization : a minimax regret approach

Xidonas, Panos; Mavrotas, George; Hassapis, Christis; … - In: European journal of operational research : EJOR 262 (2017) 1, pp. 299-305

Persistent link: https://www.econbiz.de/10011785767

Das unerwartete managen : wie Unternehmen aus Extremsituationen lernen

Weick, Karl E.; Sutcliffe, Kathleen M. - 2003

Persistent link: https://www.econbiz.de/10001736292

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