Narrow search
Showing 1 - 3 of 3
Cover Image
Stochastic geometric optimization with joint probabilistic constraints
Liu, Jia; Lisser, Abdel; Chen, Zhiping - In: Operations research letters 44 (2016) 5, pp. 687-691
Persistent link: https://www.econbiz.de/10011596645
Cover Image
Quantitative stability of multistage stochastic programs via calm modifications
Jiang, Jie; Chen, Zhiping - In: Operations research letters 46 (2018) 5, pp. 543-547
Persistent link: https://www.econbiz.de/10011936703
Cover Image
Non-linear equity portfolio variance reduction under a mean-variance framework : a delta-gamma approach
Jewell, Sean W.; Li, Yang; Pirvu, Traian A. - In: Operations research letters 41 (2013) 6, pp. 694-700
Persistent link: https://www.econbiz.de/10010236034