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  • Search: subject:"Expected conditional risk measures"
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Erwartungsbildung 2 Expectation formation 2 Mathematical programming 2 Mathematische Optimierung 2 Portfolio selection 2 Portfolio-Management 2 Risiko 2 Risk 2 Stochastic process 2 Stochastischer Prozess 2 Theorie 2 Theory 2 Branch-and-Fix Coordination 1 Decomposition algorithms 1 Decomposition method 1 Dekompositionsverfahren 1 Expected Conditional Risk Measures 1 Expected conditional risk measures 1 Matheuristic algorithms 1 McCormick relaxation 1 Measurement 1 Merino, María$BVerfasserIn$4aut 1 Messung 1 Multistage stochastic optimization 1 Production planning 1 Produktionsplanung 1 Pérez, Gloria$BVerfasserIn$4aut 1 Quadratic mixed 0-1 programming 1 Risikoaversion 1 Risikomaß 1 Risk aversion 1 Risk measure 1 Stochastic programming 1 Time consistent risk aversion 1
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Article 2
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1
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English 2
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Aldasoro, Unai 1 Khatami, Maryam 1 Ntaimo, Lewis 1 Pagnoncelli, Bernardo K. 1 Silva, Thuener 1
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Annals of operations research ; volume 280, numbers 1/2 (September 2019) 1 Computers & operations research : an international journal 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Risk-averse multistage stochastic programs with expected conditional risk measures
Khatami, Maryam; Silva, Thuener; Pagnoncelli, Bernardo K.; … - In: Computers & operations research : an international journal 172 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10015066893
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Time consistent expected mean-variance in multistage stochastic quadratic optimization : a model and a matheuristic
Aldasoro, Unai - 2019
Persistent link: https://www.econbiz.de/10012116213
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