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Mathematical model of financial investment risk

Yin, Deyu - In: Journal of mathematical finance 8 (2018) 1, pp. 127-136

Persistent link: https://www.econbiz.de/10011846199

Optimization algorithms for multiple-asset portfolios with machine learning techniques : theoretical foundations of optimum and coherent economic capital structures

Al Janabi, Mazin A. M. - In: Artificial intelligence and big data for financial risk …, (pp. 92-122). 2023

Persistent link: https://www.econbiz.de/10014265661

Portfolio optimization with irreversible long-term investments in renewable energy under policy risk : a mixed-integer multistage stochastic model and a moving-horizon approach

Gatzert, Nadine; Martin, Alexander; Schmidt, Martin; … - In: European journal of operational research : EJOR 290 (2021) 2, pp. 734-748

Persistent link: https://www.econbiz.de/10012495220

Optimal management of supply disruptions when contracting with unreliable, risk-averse, suppliers

Parlane, Sarah; Tsai, Yingyi - 2017

This paper investigates the optimal management of supply disruptions by a manufacturer who uses order inflation and/or investments in process reliability when contracting two risk-averse suppliers. We consider that these investments can be subject to moral hazard. Technically we solve a...

Persistent link: https://www.econbiz.de/10011665554