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Mean-variannce optimal portfolios in the presence of a benchmark with applications to fraud detection
Bernard, C.; Vanduffel, Steven - In: European journal of operational research : EJOR 234 (2014) 2, pp. 469-480
Persistent link: https://www.econbiz.de/10010356721
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A provisioning problem with stochastic payments
Pagnoncelli, Bernardo K.; Vanduffel, Steven - In: European journal of operational research : EJOR 221 (2012) 2, pp. 445-453
Persistent link: https://www.econbiz.de/10009557675
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Optimal strategies under Omega ratio
Bernard, Carole; Vanduffel, Steven; Ye, Jiang - In: European journal of operational research : EJOR 275 (2019) 2, pp. 755-767
Persistent link: https://www.econbiz.de/10011993573
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A stein type lemma for the multivariate generalized hyperbolic distribution
Vanduffel, Steven; Yao, Jing - In: European journal of operational research : EJOR 261 (2017) 2, pp. 606-612
Persistent link: https://www.econbiz.de/10011738057
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Optimal multivariate financial decision making
Bernard, Carole; De Gennaro Aquino, Luca; Vanduffel, Steven - In: European journal of operational research : EJOR 307 (2023) 1, pp. 468-483
Persistent link: https://www.econbiz.de/10014293036
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Optimal payoffs under smooth ambiguity
Chen, An; Vanduffel, Steven; Wilke, Morten - In: European journal of operational research : EJOR 320 (2025) 3, pp. 754-764
Persistent link: https://www.econbiz.de/10015085373
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Fair allocation of indivisible goods with minimum inequality or minimum envy
Cornilly, Dries; Puccetti, Giovanni; Rüschendorf, Ludger; … - In: European journal of operational research : EJOR 297 (2022) 2, pp. 741-752
Persistent link: https://www.econbiz.de/10013259929