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Pubblicazioni
ANNALS OF OPERATIONS RESEARCH
Rivista
Codice:
E009452
ISSN:
0254-5330
Dati Generali
Dati Generali
Pubblicazioni (25)
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Ordina Pubblicazioni:
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A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Articolo
A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants
Articolo
Analyzing the quality of the expected value solution in stochastic programming
Articolo
Bond portfolio management with repo contracts: the Italian case
Articolo
Correction to: Stochastic optimization: theory and applications. Preface: special issue in memory of Marida Bertocchi
Articolo
Deep learning and hyperparameter optimization for assessing one’s eligibility for a subcutaneous implantable cardioverter-defibrillator
Articolo
Evaluating the effects of environmental regulations on a closed-loop supply chain network: A variational inequality approach
Articolo
Exact and approximation algorithms for covering timeline in temporal graphs
Articolo
Horizon and stages in applications of stochastic programming in finance
Articolo
Individual optimal pension allocation under stochastic dominance constraints
Articolo
Interval-based stochastic dominance: theoretical framework and application to portfolio choices
Articolo
Joint tails impact in stochastic volatility portfolio selection models
Articolo
Long-term individual financial planning under stochastic dominance constraints
Articolo
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Articolo
Moment based approaches to value the risk of contingent claim portfolios
Articolo
Multi-period portfolio selection with interval-based conditional value-at-risk
Articolo
Multistage stochastic dominance: an application to pension fund management
Articolo
On the dynamic optimality of yardstick regulation
Articolo
On the impact of semidefinite positive correlation measures in portfolio theory
Articolo
Penalized enhanced portfolio replication with asymmetric deviation measures
Articolo
Pension fund management with investment certificates and stochastic dominance
Articolo
Portfolio selection strategy for fixed income markets with immunization on average
Articolo
Preface [to Special Issue on Stochastic Dynamic Modeling of Investments and Risks in Financial Markets]
Articolo
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study
Articolo
Stochastic Optimization: Theory and Applications
Articolo
No Results Found
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