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When micro prudence increases macro risk : the destabilizung effects of financial innovation, leverage, and diversification
Corsi, Fulvio; Marmi, Stefano; Lillo, Fabrizio - In: Operations research 64 (2016) 5, pp. 1073-1088
Persistent link: https://www.econbiz.de/10011594641
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Systemic portfolio diversification
Capponi, Agostino; Weber, Marko - In: Operations research 72 (2024) 1, pp. 110-131
Persistent link: https://www.econbiz.de/10014505039
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Robust dynamic pricing with demand learning in the presence of outlier customers
Chen, Xi; Wang, Yining - In: Operations research 71 (2023) 4, pp. 1362-1386
Persistent link: https://www.econbiz.de/10014338218
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A nonparametric algorithm for optimal stopping based on robust optimization
Sturt, Bradley - In: Operations research 71 (2023) 5, pp. 1530-1557
Persistent link: https://www.econbiz.de/10014393150
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Robustness of proactive intensive care unit transfer policies
Grand-Clément, Julien; Chan, Carri W.; Goyal, Vineet; … - In: Operations research 71 (2023) 5, pp. 1653-1688
Persistent link: https://www.econbiz.de/10014393162
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Technical note: dual approach for two-stage robust nonlinear optimization
Ruiter, Frans J. C. T. de; Zhen, Jianzhe; Hertog, Dirk den - In: Operations research 71 (2023) 5, pp. 1794-1799
Persistent link: https://www.econbiz.de/10014393277
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Data-driven robust resource allocation with monotonic cost functions
Ye, Chen; Marković, Nikola; Ryzhov, Ilya O.; … - In: Operations research 70 (2022) 1, pp. 73-94
Persistent link: https://www.econbiz.de/10012820642
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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
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Optimal genetic screening for cystic fibrosis
El Hajj, Hussein; Bish, Douglas R.; Bish, Ebru K. - In: Operations research 70 (2022) 1, pp. 265-287
Persistent link: https://www.econbiz.de/10012820656
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Distributionally robust inverse covariance estimation : the Wasserstein shrinkage estimator
Viet Anh Nguyen; Kuhn, Daniel; Mohajerin Esfahani, Peyman - In: Operations research 70 (2022) 1, pp. 490-515
Persistent link: https://www.econbiz.de/10012820667