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type_genre:"Article in journal"
~isPartOf:"Journal of the Operational Research Society"
~language:"eng"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Journal of the Operational Research Society
Insurance / Mathematics & economics
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European journal of operational research : EJOR
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Risk parity : An alternative formulation for risk-averse stochastic optimization in presence of heavy-tailed distribution of losses
Mohabbati-Kalejahi, Nasrin
;
Vinel, Alexander
- In:
Journal of the Operational Research Society
74
(
2023
)
3
,
pp. 797-810
Persistent link: https://www.econbiz.de/10014332139
Saved in:
2
Cash flow management by risk-neutral and risk-averse stochastic approaches
Righetto, Giovanni Margarido
;
Morabito, Reinaldo
;
Alem, …
- In:
Journal of the Operational Research Society
71
(
2020
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10012215632
Saved in:
3
Data-driven satisficing measure and ranking
Huang, Wenjie
- In:
Journal of the Operational Research Society
71
(
2020
)
3
,
pp. 456-474
Persistent link: https://www.econbiz.de/10012216628
Saved in:
4
Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model
Li, Danping
;
Lai, Yongzeng
;
Li, Lin
- In:
Journal of the Operational Research Society
71
(
2020
)
12
,
pp. 2013-2026
Persistent link: https://www.econbiz.de/10012314419
Saved in:
5
Optimal execution with dynamic risk adjustment
Cheng, Xue
;
Di Giacinto, Marina
;
Wang, Tai-Ho
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1662-1677
Persistent link: https://www.econbiz.de/10012214354
Saved in:
6
On nonparametric predictive inference for asset and European option trading in the binomial tree model
Chen, Junbin
;
Coolen, Frank P. A.
;
Coolen-Maturi, Tahani
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1678-1691
Persistent link: https://www.econbiz.de/10012214367
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