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Search: subject:"Robust conditional value-at-risk"
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Chiou, Wan-jiun Paul
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
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Distributionally robust optimization of a newsvendor model under capital constraint and risk aversion
Zhai, Jia
;
Yu, Hui
;
Liang, Kai-Rong
;
Li, Kevin W.
- In:
Computers & operations research : an international journal
173
(
2025
),
pp. 1-17
Persistent link: https://www.econbiz.de/10015101619
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2
Realized performance of robust portfolios : worst-case Omega vs. CVaR-related models
Yu, Jing-Rung
;
Chiou, Wan-jiun Paul
;
Lee, Wen-Yi
; …
- In:
Computers & operations research : and their …
104
(
2019
),
pp. 239-255
Persistent link: https://www.econbiz.de/10011991228
Saved in:
3
Stability advances in robust portfolio optimization under parallelepiped uncertainty
Kara, Güray
;
Özmen, Ayşe
;
Weber, Gerhard-Wilhelm
- In:
Central European journal of operations research : CEJOR …
27
(
2019
)
1
,
pp. 241-261
Persistent link: https://www.econbiz.de/10011965635
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