Search Results - subject:"Risk constraint"

Search for yield and business cycles

Oshima, Katsuhiro - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012665104

Metaheuristics for the risk-constrained cash-in-transit vehicle routing problem

TALARICO, Luca; SÖRENSEN, Kenneth; SPRINGAEL, Johan - Faculteit Toegepaste Economische Wetenschappen, … - 2013

vehicles in the cash-in-transit industry by introducing a risk constraint. In this problem, which is called the risk …

Persistent link: https://www.econbiz.de/10010839943

Mean-variance analysis of option contracts in a two-echelon supply chain

Zhuo, Wenyan; Shao, Lusheng; Yang, Honglin - In: European journal of operational research : EJOR 271 (2018) 2, pp. 535-547

Persistent link: https://www.econbiz.de/10011890256

The impact of US financial uncertainty shocks on emerging market economies : an international credit channel

Choi, Sangyup - In: Open economies review 29 (2018) 1, pp. 89-118

Persistent link: https://www.econbiz.de/10012039082

Asset Portfolio Choice of Banks and Inflation Dynamics

Aoki, Kosuke; Sudo, Nao - Bank of Japan - 2012

. In our model, banks construct their portfolios under the value at risk constraint, which requires banks to repay their …

Persistent link: https://www.econbiz.de/10010907505

Managing reliability and stability risks in forest harvesting

Lejeune, Miguel A.; Kettunen, Janne - In: Manufacturing & service operations management : M & SOM 19 (2017) 4, pp. 620-638

Persistent link: https://www.econbiz.de/10011770573

A unifying approach to risk-measure-based optimal reinsurance problems with practical constraints

Lo, Ambrose - In: Scandinavian actuarial journal (2017) 7, pp. 584-605

Persistent link: https://www.econbiz.de/10011848476

Utility maximization under risk constraints and incomplete information for a market with a change point

Janke, Oliver - In: Applied mathematical finance 24 (2017) 5/6, pp. 451-484

Persistent link: https://www.econbiz.de/10011815289

On the optimal design of insurance contracts with the restriction of equity risk

Sun, Wujun; Dong, Dandan - In: Economic modelling 51 (2015), pp. 646-652

Persistent link: https://www.econbiz.de/10011476217

Generalized stochastic target problems for pricing and partial hedging under loss constraints—application in optimal book liquidation

Bouchard, Bruno; Dang, Ngoc-Minh - In: Finance and Stochastics 17 (2013) 1, pp. 31-72

We consider a singular version with state constraints of the stochastic target problems studied in Soner and Touzi (SIAM J. Control Optim. 41:404–424, <CitationRef CitationID="CR23">2002</CitationRef>; J. Eur. Math. Soc. 4:201–236, <CitationRef CitationID="CR24">2002</CitationRef>) and more recently Bouchard et al. (SIAM J. Control Optim. 48:3123–3150, <CitationRef CitationID="CR6">2009</CitationRef>), among others....</citationref></citationref></citationref>

Persistent link: https://www.econbiz.de/10010997064