Search Results - subject:"Risk constraint"

A multi-parent genetic algorithm for solving longitude-latitude-based 4D traveling salesman problems under uncertainty

Manna, Apurba; Roy, Arindam; Maity, Samir; Mondal, Sukumar - In: Decision analytics journal 8 (2023), pp. 1-18

In this study, we propose a mathematical model of a 4D clustered traveling salesman problem (CTSP) to address the cost-effective security and risk-related difficulties associated with the TSP. We used a multiparent-based memetic genetic algorithm to optimize paths between all clusters and...

Persistent link: https://www.econbiz.de/10014517106

Are banks risk-averse or risk-neutral investors?

Takino, Kazuhiro; Ishinagi, Yoshikazu - In: Journal of behavioral and experimental finance 37 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014456509

Optimal management of DC pension fund under the relative performance ratio and VaR constraint

Guan, Guohui; Liang, Zongxia; Xia, Yi - In: European journal of operational research : EJOR 305 (2023) 2, pp. 868-886

Persistent link: https://www.econbiz.de/10013479338

Data-driven newsvendor problems regularized by a profit risk constraint

Lin, Shaochong; Chen, Youhua; Li, Yanzhi; Shen, Zuo-Jun - In: Production and operations management : the flagship … 31 (2022) 4, pp. 1630-1644

Persistent link: https://www.econbiz.de/10013273810

An equilibrium model for an OTC derivative market under a counterparty risk constraint

Takino, Kazuhiro - In: Journal of financial management, markets and institutions 6 (2018) 2, pp. 1850007-26

Persistent link: https://www.econbiz.de/10011960229

A note on P- vs. Q-expected loss portfolio constraints

Gu, Jia-Wen; Steffensen, Mogens; Zheng, Harry - In: Quantitative finance 21 (2021) 2, pp. 263-270

Persistent link: https://www.econbiz.de/10012424588

A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks

Kircher, Felix; Rösch, Daniel - In: Journal of banking & finance 133 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10013256632

Long-term interest rates and bank loan supply : evidence from firm-bank loan-level data

Ono, Arito; Aoki, Kōsuke; Nishioka, Shinichi; … - 2016

Persistent link: https://www.econbiz.de/10012178464

Robust reinsurance contracts with risk constraint

Wang, Ning; Siu, Tak Kuen - In: Scandinavian actuarial journal 2020 (2020) 5, pp. 419-453

Persistent link: https://www.econbiz.de/10012262748

Optimal investment with S-shaped utility and trading and Value at Risk constraints : an application to defined contribution pension plan

Dong, Yinghui; Zheng, Harry - In: European journal of operational research : EJOR 281 (2020) 2, pp. 341-356

Persistent link: https://www.econbiz.de/10012153681