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Maximum loss for risk measurement of portfolios

Studer, Gerold - In: Selected papers of the Symposium on Operations Research …, (pp. 386-391). 1997

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Modelling an international market of CO 2 emission permits

Bahn, O.; Kypreos, Sokrates; Büeler, B.; Lüthi, Hans-Jakob - In: International journal of global energy issues : IJGEI 12 (1999) 1/6, pp. 283-291

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Risk management in power markets : the hedging value of production flexibility

Doege, Jörg; Fehr, Max; Hinz, Juri; Lüthi, Hans-Jakob; … - In: European journal of operational research : EJOR 199 (2009) 3, pp. 936-943

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Pricing American put options by fast solutions of the linear complementarity problem

Borici, Artan; Lüthi, Hans-Jakob - In: Computational methods in decision-making, economics and …, (pp. 325-338). 2010

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Special issue: Selected topics of operations research in honor of Hans Jakob Luethi

Nesterov, Jurij Evgenʹevič (contributor); … - 2013

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Robust risk management

Fertis, Apostolos; Baes, Michel; Lüthi, Hans-Jakob - In: European journal of operational research : EJOR 222 (2012) 3, pp. 663-672

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Risk management of power portfolios and valuation of flexibility

Doege, Jörg; Schiltknecht, Philippe; Lüthi, Hans-Jakob - In: OR spectrum : quantitative approaches in management 28 (2006) 2, pp. 267-287

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On value of flexibility in energy risk management. Concepts, models, solutions

Doege, Jörg; Fehr, Max; Hinz, Juri; Lüthi, Hans-Jakob; … - In: Operations research proceedings 2006 : selected papers …, (pp. 97-108). 2007

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Fast solutions of complementarity formulations in American put pricing

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Operations Research Proceedings 2011 : Selected Papers of the International Conference on Operations Research (OR 2011), August 30 - September 2, 2011, Zurich, Switzerland

Klatte, Diethard - 2012

Preface -- Stream I: Continuous Optimization and Control -- Stream II: Discrete Optimization, Graphs and Networks -- Stream III: Decision Analysis, Decision Support -- Stream IV: Energy, Environment and Climate -- Stream V: Financial Modeling, Risk Management, Banking -- Stream VI: Game Theory,...

Persistent link: https://www.econbiz.de/10014552585