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Computational Management Science : CMS
European journal of operational research : EJOR
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Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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Monte Carlo methods for mean-risk optimization and portfolio selection
Xu, Huifu
;
Zhang, Dali
- In:
Computational Management Science : CMS
9
(
2012
)
1
,
pp. 3-29
Persistent link: https://www.econbiz.de/10009426600
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Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
Tong, X.J.
;
Xu, H.
;
Wu, F. F.
;
Zhao, Z.
- In:
Computational Management Science : CMS
13
(
2016
)
3
,
pp. 393-422
Persistent link: https://www.econbiz.de/10011669303
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