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~isPartOf:"European journal of operational research : EJOR"
~language:"eng"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Risiko
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Theorie
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113
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Escudero, Laureano F.
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European journal of operational research : EJOR
Insurance / Mathematics & economics
49
Finance and stochastics
12
Risks : open access journal
12
Scandinavian actuarial journal
11
Journal of mathematical economics
10
Operations research
10
International journal of production research
9
Quantitative finance
9
Economics letters
8
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
8
International journal of production economics
8
Journal of economic theory
8
Omega : the international journal of management science
8
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7
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7
International journal of theoretical and applied finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Energy economics
6
IMA journal of management mathematics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Mathematics of operations research
6
Discussion paper
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Discussion papers / CEPR
5
Economic theory : official journal of the Society for the Advancement of Economic Theory
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
5
Journal of economic dynamics & control
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Journal of mathematical finance
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Working paper
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Working paper series
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Annals of operations research
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Astin bulletin : the journal of the International Actuarial Association
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CAMA working paper series
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Faculty & research / Insead : working paper series
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Finance research letters
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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
4
Journal of risk and financial management : JRFM
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1
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
2
Profit-based unit commitment models with price-responsive decision-dependent uncertainty
Lejeune, Miguel A.
;
Dehghanian, Payman
;
Ma, Wenbo
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1052-1064
Persistent link: https://www.econbiz.de/10014456935
Saved in:
3
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
4
Stochastic simulation uncertainty analysis to accelerate flexible biomanufacturing process development
Xie, Wei
;
Barton, Russell R.
;
Nelson, Barry L.
;
Wang, Keqi
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 238-248
Persistent link: https://www.econbiz.de/10014339790
Saved in:
5
Optimization under uncertainty and risk : quadratic and copositive approaches
Bomze, Immanuel M.
;
Gabl, Markus
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 449-476
Persistent link: https://www.econbiz.de/10014340188
Saved in:
6
Stochastic optimization of trading strategies in sequential electricity markets
Kraft, Emil
;
Russo, Marianna
;
Keles, Dogan
;
Bertsch, …
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 400-421
Persistent link: https://www.econbiz.de/10014283055
Saved in:
7
Uncertainty in maritime ship routing and scheduling : a Literature review
Ksciuk, Jana
;
Kuhlemann, Stefan
;
Tierney, Kevin
; …
- In:
European journal of operational research : EJOR
308
(
2023
)
2
,
pp. 499-524
Persistent link: https://www.econbiz.de/10014283091
Saved in:
8
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
9
Distributionally robust optimization under endogenous uncertainty with an application in retrofitting planning
Doan, Xuan Vinh
- In:
European journal of operational research : EJOR
300
(
2022
)
1
,
pp. 73-84
Persistent link: https://www.econbiz.de/10013173832
Saved in:
10
New evidence on market response to public announcements in the presence of microstructure noise
Bian, Siyu
;
Serra, Teresa
;
García, Philip
;
Irwin, Scott H.
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 785-800
Persistent link: https://www.econbiz.de/10013206899
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