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Search: subject_exact:"Robustes Verfahren"
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Robust statistics
29
Robustes Verfahren
29
Theorie
23
Theory
23
Mathematical programming
15
Mathematische Optimierung
15
Portfolio selection
11
Portfolio-Management
11
Robust optimization
11
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Hertog, Dirk den
3
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Quantitative finance
European journal of operational research : EJOR
184
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70
Computers & operations research : and their applications to problems of world concern ; an international journal
55
International journal of production research
41
Management science : journal of the Institute for Operations Research and the Management Sciences
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Operations research letters
40
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31
Omega : the international journal of management science
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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18
Economics letters
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EURO journal on computational optimization
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Energy economics
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OR spectrum : quantitative approaches in management
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Journal of the Operational Research Society
10
INFORMS journal on optimization
9
Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Manufacturing & service operations management : M & SOM
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RAIRO / Operations research
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Robustness analysis in decision aiding, optimization, and analytics
8
Scandinavian actuarial journal
8
Socio-economic planning sciences : the international journal of public sector decision-making
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Decision making under deep uncertainty : from theory to practice
7
Discussion papers / CEPR
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Finance research letters
7
International transactions in operational research : a journal of the International Federation of Operational Research Societies
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Journal of economic dynamics & control
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Production and operations management : the flagship research journal of the Production and Operations Management Society
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ECONIS (ZBW)
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1
Distributionally robust portfolio optimization with linearized STARR performance measure
Ji, Ran
;
Lejeune, Miguel A.
;
Fan, Zhengyang
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 113-127
Persistent link: https://www.econbiz.de/10012872526
Saved in:
2
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
3
A simple robust asset pricing model under statistical ambiguity
García-Feijóo, Luis
;
Viale, Ariel M.
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 861-869
Persistent link: https://www.econbiz.de/10013367865
Saved in:
4
Robust deep hedging
Lütkebohmert-Holtz, Eva
;
Falk, Thorsten
;
Sester, Julian
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1465-1480
Persistent link: https://www.econbiz.de/10013367922
Saved in:
5
Forecasting robust value-at-risk estimates : evidence from UK banks
Sampid, Marius Galabe
;
Hasim, Haslifah Mohamad
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1955-1975
Persistent link: https://www.econbiz.de/10012696799
Saved in:
6
A practical guide to robust portfolio optimization
Yin, Chenyang
;
Perchet, Romain
;
Soupé, François
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 911-928
Persistent link: https://www.econbiz.de/10012515625
Saved in:
7
Quantitative statistical robustness for tail-dependent law invariant risk measures
Wang, Wei
;
Xu, Huifu
;
Ma, Tiejun
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1669-1685
Persistent link: https://www.econbiz.de/10012653706
Saved in:
8
Robust statistical arbitrage strategies
Lütkebohmert-Holtz, Eva
;
Sester, Julian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 379-402
Persistent link: https://www.econbiz.de/10012483829
Saved in:
9
A cost-effective approach to portfolio construction with range-based risk measures
Pun, Chi Seng
;
Wang, Lei
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 431-447
Persistent link: https://www.econbiz.de/10012483832
Saved in:
10
The decision rule approach to optimization under uncertainty : methodology and applications
Georghiou, Angelos
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 545-576
Persistent link: https://www.econbiz.de/10012126678
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