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121
A location-routing problem with disruption risk
Ahmadi-Javid, Amir
;
Seddighi, Amir Hossein
- In:
Transportation research / E : an international journal
53
(
2013
),
pp. 63-82
Persistent link: https://www.econbiz.de/10009747898
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122
An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
123
Multilevel optimization modeling for risk-averse stochastic programming
Eckstein, Jonathan
;
Eskandani, Deniz
;
Fan, Jingnan
- In:
INFORMS journal on computing : JOC
28
(
2016
)
1
,
pp. 112-128
Persistent link: https://www.econbiz.de/10011453805
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124
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
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125
Equivalence of robust VaR and CVaR optimization
Lofti, Somayyeh
;
Zenios, Stauros Andrea
-
2016
-
Date of first version: April 4, 2016
Persistent link: https://www.econbiz.de/10011539339
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126
The center of a convex set and capital allocation
Grechuk, Bogdan
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
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127
Risk shaping in production planning problem with pricing under random yield
Eskandarzadeh, Saman
;
Eshghi, Kourosh
;
Bahramgiri, Mohsen
- In:
European journal of operational research : EJOR
253
(
2016
)
1
,
pp. 108-120
Persistent link: https://www.econbiz.de/10011477376
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128
Fairness principles for insurance contracts in the presence of default risk
Coculescu, Delia
;
Delbaen, Freddy
- In:
Mathematical finance : an international journal of …
32
(
2022
)
2
,
pp. 595-626
Persistent link: https://www.econbiz.de/10013164563
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129
Group cohesion under individual regulatory constraints
Coculescu, Delia
;
Delbaen, Freddy
- In:
Scandinavian actuarial journal
2022
(
2022
)
1
,
pp. 80-93
Persistent link: https://www.econbiz.de/10012872649
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130
Coherent portfolio performance ratios
Kroll, Yoram
;
Marchioni, Andrea
;
Ben-Horin, Moshe
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1589-1603
Persistent link: https://www.econbiz.de/10012624159
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