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Pubblicazioni
COMPUTATIONAL MANAGEMENT SCIENCE
Rivista
Codice:
E187547
ISSN:
1619-697X
Dati Generali
Dati Generali
Pubblicazioni (24)
Pulisci
Ordina Pubblicazioni:
ascendente
decrescente
A leader-followers model of power transmission capacity expansion in a market driven environment
Articolo
A return-diversification approach to portfolio selection
Articolo
Big data analytics: an aid to detection of non-technical losses in power utilities
Articolo
Calibration of one-factor and two-factor Hull–White models using swaptions
Articolo
Data-driven optimization in management
Articolo
Evaluation of scenario reduction algorithms with nested distance
Articolo
Implied volatility and state price density estimation: arbitrage analysis
Articolo
Implied volatility smoothing at COVID-19 times
Articolo
Investment disputes and their explicit role in option market uncertainty and overall risk instability
Articolo
Mean-CVaR portfolio optimization under ESG disagreement
Articolo
Monotonic bounds in multistage mixed-integer stochastic programming
Articolo
On the impact of conditional expectation estimators in portfolio theory
Articolo
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming
Articolo
Optimal pension fund composition for an Italian private pension plan sponsor
Articolo
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study
Articolo
Risk attribution and interconnectedness in the EU via CDS data
Articolo
Special issue on the 13th international conference on computational management science
Curatela
Special issue on the 13th international conference on computational management science. Editorial
Articolo
Special issue: 14th International Conference on Computational Management Science
Curatela
Stochastic optimization models for a single-sink transportation problem
Articolo
Testing the structure of multistage stochastic programs
Articolo
The value of the right distribution in stochastic programming with application to a Newsvendor problem
Articolo
Timing portfolio strategies with exponential Lévy processes
Articolo
Using interpolated implied volatility for analysing exogenous market changes
Articolo
No Results Found
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