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Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da; Pesenti, Silvana M.; … - In: European journal of operational research : EJOR 311 (2023) 3, pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
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Distortion risk measure under parametric ambiguity
Shao, Hui; Zhang, Zhe George - In: European journal of operational research : EJOR 311 (2023) 3, pp. 1159-1172
Persistent link: https://www.econbiz.de/10014440209
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Stable solutions for optimal reinsurance problems involving risk measures
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 214 (2011) 3, pp. 796-804
Persistent link: https://www.econbiz.de/10009316167
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Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
Li, Yingjie; Zhu, Shushang; Li, Donghui; Li, Duan - In: European journal of operational research : EJOR 228 (2013) 3, pp. 556-570
Persistent link: https://www.econbiz.de/10009758081
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Restricted risk measures and robust optimization
Lagos, Guido; Espinoza, Daniel; Moreno, Eduardo; … - In: European journal of operational research : EJOR 241 (2015) 3, pp. 771-782
Persistent link: https://www.econbiz.de/10010487547
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Hedging Conditional Value at Risk with options
Capiński, Maciej - In: European journal of operational research : EJOR 242 (2015) 2, pp. 688-691
Persistent link: https://www.econbiz.de/10010491633
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Assessing financial model risk
Barrieu, Pauline; Scandolo, Giacomo - In: European journal of operational research : EJOR 242 (2015) 2, pp. 546-556
Persistent link: https://www.econbiz.de/10010491649
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The center of a convex set and capital allocation
Grechuk, Bogdan - In: European journal of operational research : EJOR 243 (2015) 2, pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
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Risk assessment and risk management : review of recent advances on their foundation
Aven, Terje - In: European journal of operational research : EJOR 253 (2016) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10011477325
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Risk shaping in production planning problem with pricing under random yield
Eskandarzadeh, Saman; Eshghi, Kourosh; Bahramgiri, Mohsen - In: European journal of operational research : EJOR 253 (2016) 1, pp. 108-120
Persistent link: https://www.econbiz.de/10011477376