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