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Building up time-consistency for risk measures and dynamic optimizatio
De Lara, Michel; Leclère, Vincent - In: European journal of operational research : EJOR 249 (2016) 1, pp. 177-187
Persistent link: https://www.econbiz.de/10011435779
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Dynamic robust Orlicz premia and Haezendonck-Goovaerts risk measures
Bellini, Fabio; Laeven, Roger J. A.; Rosazza Gianin, … - In: European journal of operational research : EJOR 291 (2021) 2, pp. 438-446
Persistent link: https://www.econbiz.de/10012495322
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Nested Conditional Value-at-Risk portfolio selection : a model with temporal dependence driven by market-index volatility
Staino, Alessandro; Russo, Emilio - In: European journal of operational research : EJOR 280 (2020) 2, pp. 741-753
Persistent link: https://www.econbiz.de/10012132469
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Time-consistency of optimal investment under smooth ambiguity
Balter, Anne G.; Mahayni, Antje; Schweizer, Nikolaus - In: European journal of operational research : EJOR 293 (2021) 2, pp. 643-657
Persistent link: https://www.econbiz.de/10012513245
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Time-consistent portfolio optimization
Peng, Ling; Kloeden, Peter E. - In: European journal of operational research : EJOR 288 (2021) 1, pp. 183-193
Persistent link: https://www.econbiz.de/10012496547
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Optimal investment decision under switching regimes of subsidy support
Oliveira, Carlos; Perkowski, Nicolas - In: European journal of operational research : EJOR 285 (2020) 1, pp. 120-132
Persistent link: https://www.econbiz.de/10012239489
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MEALS : a multiobjective evolutionary algorithm with local search for solving the bi-objective ring star problem
Calvete, Herminia I.; Galé, Carmen; Iranzo, José A. - In: European journal of operational research : EJOR 250 (2016) 2, pp. 377-388
Persistent link: https://www.econbiz.de/10011441580
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Iterated tabu search and variable neighborhood descent for packing unequal circles into a circular container
Zeng, Zhizhong; Yu, Xinguo; He, Kun; Huang, Wenqi; Fu, … - In: European journal of operational research : EJOR 250 (2016) 2, pp. 615-627
Persistent link: https://www.econbiz.de/10011441726
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Hybridizing variable neighborhood search with ant colony optimization for solving the single row facility layout problem
Guan, Jian; Lin, Geng - In: European journal of operational research : EJOR 249 (2016) 3, pp. 899-909
Persistent link: https://www.econbiz.de/10011412474
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Eidetic Wolf search algorithm with a global memory structure
Fong, Simon; Deb, Suash; Hanne, Thomas; Li, Jinyan - In: European journal of operational research : EJOR 254 (2016) 1, pp. 19-28
Persistent link: https://www.econbiz.de/10011503183