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subject:"Portfolio-Management"
subject:"Stochastischer Prozess"
~subject:"Volatility"
~isPartOf:"European journal of operational research : EJOR"
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European journal of operational research : EJOR
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360
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338
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1
On the stochastic inventory problem under order capacity constraints
Rossi, Roberto
;
Chen, Zhen
;
Tarim, S. Armagan
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 541-555
Persistent link: https://www.econbiz.de/10014456300
Saved in:
2
Long-term dynamic asset allocation under asymmetric risk preferences
Kontosakos, Vasileios E.
;
Hwang, Soosung
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 765-782
Persistent link: https://www.econbiz.de/10014456327
Saved in:
3
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
4
The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
Petturiti, Davide
;
Vantaggi, Barbara
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10014456933
Saved in:
5
Analytical formulation for explaining the variations in traffic states : a fundamental diagram modeling perspective with stochastic parameters
Cheng, Qixiu
;
Lin, Yuqian
;
Zhou, Xuesong
;
Liu, Zhiyuan
- In:
European journal of operational research : EJOR
312
(
2024
)
1
,
pp. 182-197
Persistent link: https://www.econbiz.de/10014456251
Saved in:
6
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:
7
Stochastic search for a parametric cost function approximation : energy storage with rolling forecasts
Ghadimi, Saeed
;
Powell, Warren B.
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 641-652
Persistent link: https://www.econbiz.de/10014456310
Saved in:
8
Portfolio optimization through a network approach : network assortative mixing and portfolio diversification
Ricca, Federica
;
Scozzari, Andrea
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 700-717
Persistent link: https://www.econbiz.de/10014456319
Saved in:
9
A heuristic approach to the stochastic capacitated single allocation hub location problem with Bernoulli demands
Andaryan, Abdullah Zareh
;
Mousighichi, Kasra
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 954-968
Persistent link: https://www.econbiz.de/10014456450
Saved in:
10
Mathematical programs with distributionally robust chance constraints : statistical robustness, discretization and reformulation
Jiang, Jie
;
Peng, Shen
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 616-627
Persistent link: https://www.econbiz.de/10014456605
Saved in:
11
Computing cardinality constrained portfolio selection efficient frontiers via closest correlation matrices
Steuer, Ralph E.
;
Qi, Yue
;
Wimmer, Maximilian
- In:
European journal of operational research : EJOR
313
(
2024
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10014456608
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12
On solving robust log-optimal portfolio : a supporting hyperplane approximation approach
Hsieh, Chung-Han
- In:
European journal of operational research : EJOR
313
(
2024
)
3
,
pp. 1129-1139
Persistent link: https://www.econbiz.de/10014456682
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13
A target-time-windows technique for project scheduling under uncertainty
Lamas, Patricio
;
Goycoolea, Marcos
;
Pagnoncelli, Bernardo
; …
- In:
European journal of operational research : EJOR
314
(
2024
)
2
,
pp. 792-806
Persistent link: https://www.econbiz.de/10014456903
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14
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
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15
Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan
;
Xu, Weijun
;
Li, Hongyi
;
Zhong, Weiwei
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
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16
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging
Gerrard, Russell
;
Kyriakou, Ioannis
;
Nielsen, Jens Perch
; …
- In:
European journal of operational research : EJOR
307
(
2023
)
2
,
pp. 948-962
Persistent link: https://www.econbiz.de/10014335305
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17
Online portfolio selection with state-dependent price estimators and transaction costs
Guo, Sini
;
Gu, Jia-Wen
;
Fok, Christopher H.
;
Ching, Wai Ki
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 333-353
Persistent link: https://www.econbiz.de/10014336479
Saved in:
18
Optimal reinsurance-investment strategy with thinning dependence and delay factors under mean-variance framework
Yuan, Yu
;
Han, Xia
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
European journal of operational research : EJOR
311
(
2023
)
2
,
pp. 581-595
Persistent link: https://www.econbiz.de/10014336732
Saved in:
19
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:
20
A unified algorithm framework for mean-variance optimization in discounted Markov decision processes
Ma, Shuai
;
Ma, Xiaoteng
;
Xia, Li
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1057-1067
Persistent link: https://www.econbiz.de/10014440200
Saved in:
21
Distortion risk measure under parametric ambiguity
Shao, Hui
;
Zhang, Zhe George
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
Saved in:
22
Cardinality-constrained distributionally robust portfolio optimization
Kobayashi, Ken
;
Takano, Yuichi
;
Nakata, Kazuhide
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1173-1182
Persistent link: https://www.econbiz.de/10014435005
Saved in:
23
New reliability model for complex systems based on stochastic processes and survival signature
Chang, Miaoxin
;
Huang, Xianzhen
;
Coolen, Frank P. A.
; …
- In:
European journal of operational research : EJOR
309
(
2023
)
3
,
pp. 1349-1364
Persistent link: https://www.econbiz.de/10014435017
Saved in:
24
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:
25
On solving large-scale multistage stochastic optimization problems with a new specialized interior-point approach
Castro, Jordi
;
Escudero, Laureano F.
;
Monge, Juan F.
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 268-285
Persistent link: https://www.econbiz.de/10014339838
Saved in:
26
Portfolio selection : a target-distribution approach
Lassance, Nathan
;
Vrins, Frédéric
- In:
European journal of operational research : EJOR
310
(
2023
)
1
,
pp. 302-314
Persistent link: https://www.econbiz.de/10014340178
Saved in:
27
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:
28
Traffic signal control under stochastic traffic demand and vehicle turning via decentralized decomposition approaches
Fei, Xinyu
;
Wang, Xingmin
;
Yu, Xian
;
Feng, Yiheng
;
Liu, …
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 712-736
Persistent link: https://www.econbiz.de/10014340773
Saved in:
29
Portfolio selection with exploration of new investment assets
De Gennaro Aquino, Luca
;
Sornette, Didier
;
Strub, Moris S.
- In:
European journal of operational research : EJOR
310
(
2023
)
2
,
pp. 773-792
Persistent link: https://www.econbiz.de/10014340777
Saved in:
30
Order assignment and scheduling under processing and distribution time uncertainty
Li, Yantong
;
Côté, Jean-François
;
Coelho, Leandro C.
; …
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 148-163
Persistent link: https://www.econbiz.de/10013478597
Saved in:
31
Strategy-based transit stochastic user equilibrium model with capacity and number-of-transfers constraints
Li, Guoyuan
;
Chen, Anthony
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 164-183
Persistent link: https://www.econbiz.de/10013478598
Saved in:
32
Pandemic portfolio choice
Kraft, Holger
;
Weiss, Farina
- In:
European journal of operational research : EJOR
305
(
2023
)
1
,
pp. 451-462
Persistent link: https://www.econbiz.de/10013479223
Saved in:
33
Stochastic stability analysis of particle swarm optimization with pseudo random number assignment strategy
Chih, Mingchang
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 562-593
Persistent link: https://www.econbiz.de/10013479237
Saved in:
34
Asymptotically tight conic approximations for chance-constrained AC optimal power flow
Fathabad, Abolhassan
;
Cheng, Jianqiang
;
Pan, Kai
;
Yang, …
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 738-753
Persistent link: https://www.econbiz.de/10013479295
Saved in:
35
A study of data-driven distributionally robust optimization with incomplete joint data under finite support
Ren, Ke
;
Bidkhori, Hoda
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 754-765
Persistent link: https://www.econbiz.de/10013479304
Saved in:
36
Optimal management of DC pension fund under the relative performance ratio and VaR constraint
Guan, Guohui
;
Liang, Zongxia
;
Xia, Yi
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 868-886
Persistent link: https://www.econbiz.de/10013479338
Saved in:
37
Stochastic scheduling of chemotherapy appointments considering patient acuity levels
Karakaya, Sırma
;
Gul, Serhat
;
Çelik, Melih
- In:
European journal of operational research : EJOR
305
(
2023
)
2
,
pp. 902-916
Persistent link: https://www.econbiz.de/10013479348
Saved in:
38
Efficient social distancing during the COVID-19 pandemic : integrating economic and public health considerations
Chen, Kexin
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
304
(
2023
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10013454174
Saved in:
39
Stochastic optimization for vaccine and testing kit allocation for the COVID-19 pandemic
Thul, Lawrence
;
Powell, Warren B.
- In:
European journal of operational research : EJOR
304
(
2023
)
1
,
pp. 325-338
Persistent link: https://www.econbiz.de/10013454214
Saved in:
40
Multistage stochastic decision problems : approximation by recursive structures and ambiguity modeling
Pflug, Georg
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1027-1039
Persistent link: https://www.econbiz.de/10014279689
Saved in:
41
Recent advances in vehicle routing with stochastic demands : Bayesian learning for correlated demands and elementary branch-price-and-cut
Florio, Alexandre M.
;
Gendreau, Michel
;
Hartl, Richard F.
; …
- In:
European journal of operational research : EJOR
306
(
2023
)
3
,
pp. 1081-1093
Persistent link: https://www.econbiz.de/10014279708
Saved in:
42
A stochastic programming approach to the cutting stock problem with usable leftovers
Cherri, Adriana Cristina
;
Cherri, Luiz Henrique
; …
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 38-53
Persistent link: https://www.econbiz.de/10014283008
Saved in:
43
Imperfect maintenance policies for warranted products under stochastic performance degradation
Zhao, Xiujie
;
Liu, Bin
;
Xu, Jianyu
;
Wang, Xiao-Lin
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 150-165
Persistent link: https://www.econbiz.de/10014283020
Saved in:
44
Integrated reinforcement and repair of interdependent infrastructure networks under disaster-related uncertainties
Canbilen Sütiçen, Tuğçe
;
Batun, Sakine
;
Çelik, Melih
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 369-384
Persistent link: https://www.econbiz.de/10014283050
Saved in:
45
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:
46
Copula sensitivity analysis for portfolio credit derivatives
Lei, Lei
;
Peng, Yijie
;
Fu, Michael
;
Hu, Jian-Qiang
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 455-466
Persistent link: https://www.econbiz.de/10014283065
Saved in:
47
Strategic trading with information acquisition and long-memory stochastic liquidity
Han, Jinhui
;
Li, Xiaolong
;
Ma, Guiyuan
;
Kennedy, Adrian …
- In:
European journal of operational research : EJOR
308
(
2023
)
1
,
pp. 480-495
Persistent link: https://www.econbiz.de/10014283068
Saved in:
48
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:
49
Duality and sensitivity analysis of multistage linear stochastic programs
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
European journal of operational research : EJOR
308
(
2023
)
2
,
pp. 752-767
Persistent link: https://www.econbiz.de/10014283124
Saved in:
50
A framework for optimal recruitment of temporary and permanent healthcare workers in highly uncertain environments
Malaki, Saha
;
Izady, Navid
;
De Menezes, Lilian M.
- In:
European journal of operational research : EJOR
308
(
2023
)
2
,
pp. 768-781
Persistent link: https://www.econbiz.de/10014283125
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