Narrow search
Showing 1 - 10 of 14
Cover Image
Optimal decision making under uncertainty
Hochreiter, Ronald; Kuhn, Daniel - In: Computational Management Science : CMS 9 (2012) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10009426601
Cover Image
Special issue on computational optimization under uncertainty
Hochreiter, Ronald (contributor) - 2009
Persistent link: https://www.econbiz.de/10003828677
Cover Image
The 1/N investment strategy is optimal under high model ambiguity
Pflug, Georg; Pichler, Alois; Wozabal, David - In: Journal of banking & finance 36 (2012) 2, pp. 410-417
Persistent link: https://www.econbiz.de/10009511313
Cover Image
On distributionally robust multiperiod stochastic optimization
Analui, Bita; Pflug, Georg - In: Computational Management Science : CMS 11 (2014) 3, pp. 197-220
Persistent link: https://www.econbiz.de/10010385634
Cover Image
Ambiguity in portfolio selection
Pflug, Georg; Wozabal, David - In: Quantitative fund management, (pp. 377-391). 2009
Persistent link: https://www.econbiz.de/10003797018
Cover Image
The value of perfect information as a risk measure
Pflug, Georg - In: Dynamic stochastic optimization : [this volume includes …, (pp. 275-291). 2004
Persistent link: https://www.econbiz.de/10003488178
Cover Image
Incorporating model uncertainty into optimal insurance contract design
Pflug, Georg; Hung, Mao-Wei - In: Insurance / Mathematics & economics 73 (2017), pp. 68-74
Persistent link: https://www.econbiz.de/10011702048
Cover Image
Valuing portfolios of interdependent real options under exogenous and endogenous uncertainties
Maier, Sebastian; Pflug, Georg; Polak, John W. - In: European journal of operational research : EJOR 285 (2020) 1, pp. 133-147
Persistent link: https://www.econbiz.de/10012239492
Cover Image
Optimal XL-insurance under Wasserstein-type ambiguity
Birghila, Corina; Pflug, Georg - In: Insurance / Mathematics & economics 88 (2019), pp. 30-43
Persistent link: https://www.econbiz.de/10012105357