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~isPartOf:"Computational Management Science : CMS"
~subject:"Statistical test"
~subject:"Stochastic process"
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Search: subject_exact:"Stochastisches Modell"
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Statistical test
Stochastic process
Stochastischer Prozess
73
Theorie
52
Theory
52
Mathematical programming
39
Mathematische Optimierung
39
Stochastic programming
22
Portfolio selection
10
Portfolio-Management
10
Dynamic programming
8
Dynamische Optimierung
8
Option pricing theory
8
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8
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Bertocchi, Marida
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2
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2
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Tomasgard, Asgeir
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Computational Management Science : CMS
European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
International journal of production research
168
Quantitative finance
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Operations research letters
164
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161
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142
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128
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125
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125
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122
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115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of mathematical finance
89
Econometric reviews
86
Finance research letters
85
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Economic modelling
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation research / E : an international journal
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Mathematical methods of operations research
77
Annals of operations research
76
Omega : the international journal of management science
76
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
73
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1
Volatility versus downside risk : performance protection in dynamic portfolio strategies
Barro, Diana
;
Canestrelli, Elio
;
Consigli, Giorgio
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 433-479
Persistent link: https://www.econbiz.de/10012053148
Saved in:
2
Optimized operating rules for short-term hydropower planning in a stochastic environment
Marchand, Alexia
;
Gendreau, Michel
;
Blais, Marko
; …
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 501-519
Persistent link: https://www.econbiz.de/10012053154
Saved in:
3
Observational data-based quality assessment of scenario generation for stochastic programs
Ay, Didem Sarı
;
Ryan, Sarah M.
- In:
Computational Management Science : CMS
16
(
2019
)
3
,
pp. 521-540
Persistent link: https://www.econbiz.de/10012053155
Saved in:
4
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
Saved in:
5
A simultaneous perturbation weak derivative estimator for stochastic neural networks
Flynn, Thomas
;
Vázquez-Abad, Felisa
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 715-738
Persistent link: https://www.econbiz.de/10012126685
Saved in:
6
The value of the right distribution in stochastic programming with application to a Newsvendor problem
Maggioni, Francesca
;
Cagnolari, Matteo
;
Bertazzi, Luca
- In:
Computational Management Science : CMS
16
(
2019
)
4
,
pp. 739-758
Persistent link: https://www.econbiz.de/10012126690
Saved in:
7
Blocks of coordinates, stochastic programming, and markets
Flåm, Sjur D.
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 3-16
Persistent link: https://www.econbiz.de/10011993406
Saved in:
8
Multistage portfolio optimization with multivariate dominance constraints
Petrová, Barbora
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 17-46
Persistent link: https://www.econbiz.de/10011993411
Saved in:
9
Optimal strategies with option compensation under mean reverting returns or volatilities
Herzel, Stefano
;
Nicolosi, Marco
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 47-69
Persistent link: https://www.econbiz.de/10011993415
Saved in:
10
Timing portfolio strategies with exponential Lévy processes
Lozza, Sergio Ortobelli
;
Angelelli, Enrico
;
Ndoci, Alda
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 97-127
Persistent link: https://www.econbiz.de/10011993426
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