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  • Search: subject:"Mean-Risk model"
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Year of publication
Subject
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Theorie 6 Theory 6 Mean-risk model 5 Mathematical programming 4 Mathematische Optimierung 4 Portfolio selection 4 Portfolio-Management 4 Stochastic programming 3 Contamination technique 2 Erwartungsnutzen 2 Expected utility 2 Heuristics 2 Heuristik 2 Mixed-integer programming 2 Nutzenfunktion 2 Portfolio optimization 2 Postoptimality 2 Risikoaversion 2 Risikomaß 2 Risk aversion 2 Risk measure 2 Utility function 2 Utility functions 2 electricity 2 electricity trading 2 liquidity 2 mean-risk-model 2 optimization 2 Adaptive neighbourhood search 1 Algorithm 1 Algorithmus 1 Electric power industry 1 Electricity 1 Electricity price 1 Elektrizität 1 Elektrizitätswirtschaft 1 GRASP 1 Hedging 1 Heuristic 1 Liquidity 1
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Online availability
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Undetermined 8 Free 2
Type of publication
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Article 8 Book / Working Paper 2
Type of publication (narrower categories)
All
Article in journal 6 Aufsatz in Zeitschrift 6 Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 8 Undetermined 2
Author
All
Fulga, Cristinca 3 Beraldi, Patrizia 2 Bruni, Maria Elena 2 Chen, Zhiping 2 Khodaparasti, S. 2 Woll, Oliver 2 Yang, Li 2 Zhang, Feng 2 Hardoroudi, Nasim Dehghan 1 Kallio, Markku 1
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Published in...
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European journal of operational research : EJOR 3 Computational Statistics 1 Computers & operations research : and their applications to problems of world concern ; an international journal 1 Journal of decision systems 1 Mathematical Methods of Operations Research 1 Omega : the international journal of management science 1 ZEW Discussion Papers 1 ZEW discussion papers 1
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Source
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ECONIS (ZBW) 7 RePEc 2 EconStor 1
Showing 1 - 10 of 10
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The selective minimum latency problem under travel time variability : an application to post-disaster assessment operations
Bruni, Maria Elena; Khodaparasti, S.; Beraldi, Patrizia - In: Omega : the international journal of management science 92 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012158206
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A hybrid reactive GRASP heuristic for the risk-averse k-traveling repairman problem with profits
Bruni, Maria Elena; Beraldi, Patrizia; Khodaparasti, S. - In: Computers & operations research : and their … 115 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012162792
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Second-order stochastic dominance constrained portfolio optimization : theory and computational tests
Kallio, Markku; Hardoroudi, Nasim Dehghan - In: European journal of operational research : EJOR 264 (2018) 2, pp. 675-685
Persistent link: https://www.econbiz.de/10011801909
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Portfolio optimization with disutility-based risk measure
Fulga, Cristinca - In: European journal of operational research : EJOR 251 (2016) 2, pp. 541-553
Persistent link: https://www.econbiz.de/10011444347
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Portfolio optimization under loss aversion
Fulga, Cristinca - In: European journal of operational research : EJOR 251 (2016) 1, pp. 310-322
Persistent link: https://www.econbiz.de/10011446584
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Integrated bi-criteria decision support system for portfolio selection
Fulga, Cristinca - In: Journal of decision systems 24 (2015) 2, pp. 159-177
Persistent link: https://www.econbiz.de/10011505799
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Mean-risk hedging strategies in electricity markets with limited liquidity
Woll, Oliver - 2015
This article investigates mean risk hedging with respect to limited liquidity and studies the impact of different risk measures on the hedging strategies. For motivation and application purposes hedging in electricity markets is chosen, because the relevant hedging markets are characterized by...
Persistent link: https://www.econbiz.de/10011308402
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Cover Image
Mean-risk hedging strategies in electricity markets with limited liquidity
Woll, Oliver - 2015
This article investigates mean risk hedging with respect to limited liquidity and studies the impact of different risk measures on the hedging strategies. For motivation and application purposes hedging in electricity markets is chosen, because the relevant hedging markets are characterized by...
Persistent link: https://www.econbiz.de/10011307509
Saved in:
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Postoptimality for mean-risk stochastic mixed-integer programs and its application
Chen, Zhiping; Zhang, Feng; Yang, Li - In: Mathematical Methods of Operations Research 74 (2011) 3, pp. 445-465
function of the mean-risk model when the recourse cost vector, the technology matrix and the right-hand side vector in the …
Persistent link: https://www.econbiz.de/10010950021
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Postoptimality for mean-risk stochastic mixed-integer programs and its application
Chen, Zhiping; Zhang, Feng; Yang, Li - In: Computational Statistics 74 (2011) 3, pp. 445-465
function of the mean-risk model when the recourse cost vector, the technology matrix and the right-hand side vector in the …
Persistent link: https://www.econbiz.de/10010847589
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