Narrow search
Showing 1 - 10 of 36
Cover Image
On the heavy-tail behavior of the distributionally robust newsvendor
Das, Bikramjit; Dhara, Anulekha; Natarajan, Karthik - In: Operations research 69 (2021) 4, pp. 1077-1099
Persistent link: https://www.econbiz.de/10012625130
Cover Image
Asymptotically optimal control of a centralized dynamic matching market with general utilities
Blanchet, Jose H.; Reiman, Martin I.; Shah, Virag; … - In: Operations research 70 (2022) 6, pp. 3355-3370
Persistent link: https://www.econbiz.de/10014307826
Cover Image
Robustness in the optimization of risk measures
Embrechts, Paul; Schied, Alexander; Wang, Ruodu - In: Operations research 70 (2022) 1, pp. 95-110
Persistent link: https://www.econbiz.de/10012820643
Cover Image
Quantile-based risk sharing
Embrechts, Paul; Liu, Haiyan; Wang, Ruodu - In: Operations research 66 (2018) 4, pp. 936-949
Persistent link: https://www.econbiz.de/10011916624
Cover Image
On the measurement of economic tail risk
Kou, Steven; Peng, Xianhua - In: Operations research 64 (2016) 5, pp. 1056-1072
Persistent link: https://www.econbiz.de/10011594638
Cover Image
Maximizing a class of utility functions over the vertices of a polytope
Atamtürk, Alper; Gómez, Andrés - In: Operations research 65 (2017) 2, pp. 433-445
Persistent link: https://www.econbiz.de/10011673166
Cover Image
Production planning with risk hedging under a conditional value at risk objective
Wang, Liao; Yao, David D. - In: Operations research 71 (2023) 4, pp. 1055-1072
Persistent link: https://www.econbiz.de/10014338036
Cover Image
Efficient simulation of value at risk with heavy-tailed risk factors
Fuh, Cheng-der; Hu, Inchi; Hsu, Ya-hui; Wang, Ren-her - In: Operations research 59 (2011) 6, pp. 1395-1406
Persistent link: https://www.econbiz.de/10009487167
Cover Image
Computational methods for risk-averse undiscounted transient Markov models
Çavuş, Özlem; Ruszczyński, Andrzej P. - In: Operations research 62 (2014) 2, pp. 401-417
Persistent link: https://www.econbiz.de/10010361418
Cover Image
Robustifying convex risk measures for linear portfolios : a nonparametric approach
Wozabal, David - In: Operations research 62 (2014) 6, pp. 1302-1315
Persistent link: https://www.econbiz.de/10010471862