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ANNALS OF OPERATIONS RESEARCH
Journal
Identifier:
E009452
ISSN:
0254-5330
Overview
Overview
Outputs (27)
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A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems
Academic Article
A stochastic model for the daily coordination of pumped storage hydro plants and wind power plants
Academic Article
Analyzing the quality of the expected value solution in stochastic programming
Academic Article
Assessing climate risk on the European financial system: a multi-scenario Analysis
Academic Article
Bond portfolio management with repo contracts: the Italian case
Academic Article
Correction to: Stochastic optimization: theory and applications. Preface: special issue in memory of Marida Bertocchi
Academic Article
Deep learning and hyperparameter optimization for assessing one’s eligibility for a subcutaneous implantable cardioverter-defibrillator
Academic Article
Enhanced optimal tracking error portfolio via quantile regression with SSD constraints
Academic Article
Evaluating the effects of environmental regulations on a closed-loop supply chain network: A variational inequality approach
Academic Article
Exact and approximation algorithms for covering timeline in temporal graphs
Academic Article
Horizon and stages in applications of stochastic programming in finance
Academic Article
Individual optimal pension allocation under stochastic dominance constraints
Academic Article
Interval-based stochastic dominance: theoretical framework and application to portfolio choices
Academic Article
Joint tails impact in stochastic volatility portfolio selection models
Academic Article
Long-term individual financial planning under stochastic dominance constraints
Academic Article
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
Academic Article
Moment based approaches to value the risk of contingent claim portfolios
Academic Article
Multi-period portfolio selection with interval-based conditional value-at-risk
Academic Article
Multistage stochastic dominance: an application to pension fund management
Academic Article
On the dynamic optimality of yardstick regulation
Academic Article
On the impact of semidefinite positive correlation measures in portfolio theory
Academic Article
Penalized enhanced portfolio replication with asymmetric deviation measures
Academic Article
Pension fund management with investment certificates and stochastic dominance
Academic Article
Portfolio selection strategy for fixed income markets with immunization on average
Academic Article
Preface [to Special Issue on Stochastic Dynamic Modeling of Investments and Risks in Financial Markets]
Academic Article
Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: a simulation study
Academic Article
Stochastic Optimization: Theory and Applications
Academic Article
No Results Found
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