Narrow search
Showing 1 - 10 of 3,631
Cover Image
Risk-averse two-stage distributionally robust optimisation for logistics planning in disaster relief management
Wang, Duo; Yang, Kai; Yang, Lixing - In: International journal of production research 61 (2023) 2, pp. 668-691
Persistent link: https://www.econbiz.de/10013531038
Cover Image
Robust optimisation for risk-averse multi-period inventory decision with partial demand distribution information
Qiu, Rouzhen; Shang, Jennifer - In: International journal of production research 52 (2014) 24, pp. 7472-7495
Persistent link: https://www.econbiz.de/10010474513
Cover Image
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin; Jiménez-Martín, Juan-Ángel; … - In: Journal of econometrics 187 (2015) 2, pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Cover Image
A hybrid risks-informed approach for the selection of supplier portfolio
Fang, Chao; Liao, Xiangxiang; Xie, Min - In: International journal of production research 54 (2016) 7/8, pp. 2019-2034
Persistent link: https://www.econbiz.de/10011495733
Cover Image
Robust inference of risks of large portfolios
Fan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron - In: Journal of econometrics 194 (2016) 2, pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Cover Image
On the network topology of variance decompositions : measuring the connectedness of financial firms
Diebold, Francis X.; Yılmaz, Kamil - In: Journal of econometrics 182 (2014) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10010497110
Cover Image
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng; Zhang, Zhengjun; Chen, Rong - In: Journal of econometrics 207 (2018) 2, pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
Cover Image
Subsampling the distribution of diverging statistics with applications to finance
Bertail, Patrice; Häfke, Christian; Politis, Dimitris N.; … - In: Journal of econometrics 120 (2004) 2, pp. 295-326
Persistent link: https://www.econbiz.de/10002028637
Cover Image
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.; Polak, Pawel; Walker, Patrick S. - In: Journal of econometrics 213 (2019) 2, pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Cover Image
PELVE : probability equivalent level of VaR and ES
Li, Hengxin; Wang, Ruodu - In: Journal of econometrics 234 (2023) 1, pp. 353-370
Persistent link: https://www.econbiz.de/10014364915