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type_genre:"Article in journal"
type_genre:"Survey"
~person:"Kopa, Miloš"
~person:"Tzeng, Larry Y."
~subject:"Altersvorsorge"
~subject:"Stochastischer Prozess"
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Altersvorsorge
Stochastischer Prozess
Theorie
41
Theory
41
Stochastic process
21
Portfolio selection
14
Portfolio-Management
14
Risikoaversion
11
Risk aversion
11
Almost stochastic dominance
6
Mathematical programming
6
Mathematische Optimierung
6
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6
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6
stochastic dominance
6
Economics of insurance
5
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Asymmetric information
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Article in journal
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2
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Kopa, Miloš
Tzeng, Larry Y.
Escudero, Laureano F.
35
Gendreau, Michel
23
Phillips, Peter C. B.
20
McAleer, Michael
15
Shapiro, Alexander
15
Yu, Jun
15
Wallace, Stein W.
14
Chan, Joshua
13
Escobar, Marcos
13
Maggioni, Francesca
13
Siu, Tak Kuen
13
Wong, Wing Keung
13
Rossi, Roberto
12
Tarim, S. Armagan
12
Asai, Manabu
11
Beraldi, Patrizia
11
Chu, Feng
11
Garín, María Araceli
11
Liu, Ming
11
Rei, Walter
11
Ulmer, Marlin Wolf
11
Ahmed, Shabbir
10
Bertsimas, Dimitris
10
Huang, Rachel J.
10
Pichler, Alois
10
Post, Thierry
10
Powell, Warren B.
10
Pérez, Gloría
10
Sen, Suvrajeet
10
Taylor, Robert
10
Tomasgard, Asgeir
10
Tsionas, Efthymios G.
10
Woodruff, David L.
10
Bayraktar, Erhan
9
Benth, Fred Espen
9
Bertazzi, Luca
9
Caliendo, Frank
9
Chu, Chengbin
9
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Management science : journal of the Institute for Operations Research and the Management Sciences
7
European journal of operational research : EJOR
3
Computational management science
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Finance a úvěr
1
IMA journal of management mathematics
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Omega : the international journal of management science
1
Quantitative finance
1
Social choice and welfare
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Theory and decision : an international journal for multidisciplinary advances in decision science
1
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ECONIS (ZBW)
22
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1
Robustness of stochastic programs with endogenous randomness via contamination
Kopa, Miloš
;
Rusý, Tomáš
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1259-1272
Persistent link: https://www.econbiz.de/10013492871
Saved in:
2
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance : editorial
Consigli, Giorgio
;
Kopa, Miloš
;
Pichler, Alois
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 28-30
Persistent link: https://www.econbiz.de/10012872492
Saved in:
3
A stochastic dominance approach to pension-fund selection
Kopa, Miloš
;
Kabašinskas, Audrius
;
Šutienė, Kristina
- In:
IMA journal of management mathematics
33
(
2022
)
1
,
pp. 139-160
Persistent link: https://www.econbiz.de/10012654796
Saved in:
4
Revisiting almost marginal conditional stochastic dominance
Chen, Tzu-Ying
;
Tsai, An-Mei
;
Tzeng, Larry Y.
- In:
The quarterly review of economics and finance : journal …
85
(
2022
),
pp. 260-269
Persistent link: https://www.econbiz.de/10013336294
Saved in:
5
Estimating the critical parameter in almost stochastic dominance from insurance deductibles
Huang, Yi-Chieh
;
Kan, Kamhon
;
Tzeng, Larry Y.
;
Wang, Kili C.
- In:
Management science : journal of the Institute for …
67
(
2021
)
8
,
pp. 4742-4755
Persistent link: https://www.econbiz.de/10012625013
Saved in:
6
Making socioeconomic health inequality comparisons when health concentration curves intersect
Chen, Tzu-Ying
;
Hsu, Yi-Hsin Elsa
;
Huang, Rachel J.
; …
- In:
Social choice and welfare
57
(
2021
)
4
,
pp. 875-899
Persistent link: https://www.econbiz.de/10012665534
Saved in:
7
Fractional degree stochastic dominance
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Zhao, Lin
- In:
Management science : journal of the Institute for …
66
(
2020
)
10
,
pp. 4630-4647
Persistent link: https://www.econbiz.de/10012305271
Saved in:
8
Evaluation of scenario reduction algorithms with nested distance
Horejšová, Markéta
;
Vitali, Sebastiano
;
Kopa, Miloš
; …
- In:
Computational management science
17
(
2020
)
2
,
pp. 241-275
Persistent link: https://www.econbiz.de/10012272064
Saved in:
9
Comment on "aging population, retirement, and risk taking"
Huang, Rachel J.
;
Tzeng, Larry Y.
;
Wang, Jr-Yan
;
Zhao, Lin
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2792-2795
Persistent link: https://www.econbiz.de/10012254488
Saved in:
10
Aging population, retirement, and risk taking : reply
Levy, Haim
- In:
Management science : journal of the Institute for …
66
(
2020
)
6
,
pp. 2796-2799
Persistent link: https://www.econbiz.de/10012254490
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