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ECONIS (ZBW)
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1
Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
2
A scenario decomposition algorithm for 0-1 stochastic programs
Ahmed, Shabbir
- In:
Operations research letters
41
(
2013
)
6
,
pp. 565-569
Persistent link: https://www.econbiz.de/10010236183
Saved in:
3
Monetary policy and exchange market pressure in Pakistan
Ahmed, Shabbir
- In:
The journal of developing areas
47
(
2013
)
1
,
pp. 339-353
Persistent link: https://www.econbiz.de/10010230105
Saved in:
4
The investor recognition hypothesis in a dynamic general equilibrium : theory and evidence
Shapiro, Alex
-
1999
Persistent link: https://www.econbiz.de/10001447917
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5
The investor recognition hypothesis in a dynamic general equilibrium : theory and evidence
Shapiro, Alex
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 97-141
Persistent link: https://www.econbiz.de/10001639611
Saved in:
6
Inference of statistical bounds for multistage stochastic programming problems
Shapiro, Alex
- In:
Mathematical methods of operations research
58
(
2003
)
1
,
pp. 57-68
Persistent link: https://www.econbiz.de/10001788397
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7
On a time consistency concept in risk averse multistage stochastic programming
Shapiro, Alexander
- In:
Operations research letters
37
(
2009
)
3
,
pp. 143-147
Persistent link: https://www.econbiz.de/10003903823
Saved in:
8
A dynamic programming approach to adjustable robust optimization
Shapiro, Alexander
- In:
Operations research letters
39
(
2011
)
2
,
pp. 83-87
Persistent link: https://www.econbiz.de/10009010694
Saved in:
9
On Kusuoka representation of law invariant risk measures
Shapiro, Alexander
- In:
Mathematics of operations research
38
(
2013
)
1
,
pp. 142-152
Persistent link: https://www.econbiz.de/10009727684
Saved in:
10
Time consistency of dynamic risk measures
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 436-439
Persistent link: https://www.econbiz.de/10009716583
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