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Confronting model misspecification in finance : tractable collections of scenario probability measures for robust financial optimization problems

Friedman, Craig - In: International journal of theoretical and applied finance 5 (2002) 1, pp. 33-54

Persistent link: https://www.econbiz.de/10001657399

Confronting Model Misspecification in Finance : Tractable Collections of Scenario Probability Measures for Robust Financial Optimization Problems

Friedman, Craig A. - 2010

Despite the widespread realization that financial models for contingent claim pricing, asset allocation and risk …

Persistent link: https://www.econbiz.de/10013135127

A robust desirability function method for multi-response surface optimization considering model uncertainty

He, Zhen; Zhu, Peng-fei; Park, Sung-hyun - In: European journal of operational research : EJOR 221 (2012) 1, pp. 241-247

Persistent link: https://www.econbiz.de/10009553073

Review of mathematical models for production planning under uncertainty due to lack of homogeneity : proposal of a conceptual model

Mundi, Isabel; Alemany, M. M. E.; Poler, Raul; … - In: International journal of production research 57 (2019) 15/16, pp. 5239-5283

Persistent link: https://www.econbiz.de/10012193548

Modelling farmers' behaviour toward risk in a large scale positive mathematical programming (PMP) model

Arribas, Iván; Louhichi, Kamel; Perni, Ángel; Vila, José - In: Advances in applied economic research : proceedings of …, (pp. 625-643). 2017

Persistent link: https://www.econbiz.de/10011745152

Optimization-based calibration of simulation input models

Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo - In: Operations research 67 (2019) 5, pp. 1362-1382

Persistent link: https://www.econbiz.de/10012107785

Solving optimal stopping problems under model uncertainty via empirical dual optimisation

Belomestny, Denis; Hübner, Tobias; Krätschmer, Volker - In: Finance and stochastics 26 (2022) 3, pp. 461-503

Persistent link: https://www.econbiz.de/10013440233

Will the Fed ever learn?

Kasa, Kenneth - In: Journal of macroeconomics 21 (1999) 2, pp. 279-292

Persistent link: https://www.econbiz.de/10001369045

An econometric decision model for equalizing regional unemployment in West and East Germany

Tanguiane, Andranick S. - 2003

Persistent link: https://www.econbiz.de/10001787975

An econometric decision model for equalizing regional unemployment in West and East Germany

Tanguiane, Andranick S. - 2003

Reducing disparities among regions within European countries is the aim of European and national structural policies. In particular, a European grant contributes to the German governmental program for equalizing regional unemployment. The goal is to bring it down to the national average by...

Persistent link: https://www.econbiz.de/10010486795