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~subject:"Mathematical programming"
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Operational risk : A Basel II+...
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Mathematical programming
Risikomaß
266
Risk measure
265
risk measures
229
Risk measures
216
Theorie
209
Theory
208
Risk
206
Risiko
205
Risk management
164
Risikomanagement
158
Messung
153
Measurement
152
Portfolio selection
130
Portfolio-Management
129
Multivariate Verteilung
81
Multivariate distribution
81
Bank risk
58
Bankrisiko
58
EVT
56
Statistical distribution
53
Statistische Verteilung
53
Vine copula
44
Risikomodell
42
Risk model
42
Stochastic process
41
Stochastischer Prozess
41
Capital income
37
Kapitaleinkommen
37
Mathematische Optimierung
36
ARCH model
35
ARCH-Modell
35
Operational risk
35
vine copula
35
GARCH
31
Operationelles Risiko
30
VaR
30
Volatility
29
Volatilität
29
Forecasting model
28
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Undetermined
23
Free
8
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Article
34
Book / Working Paper
2
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Article in journal
34
Aufsatz in Zeitschrift
34
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
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1
Hochschulschrift
1
Working Paper
1
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English
36
Author
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Shapiro, Alexander
5
Delage, Erick
3
Georghiou, Angelos
2
Poursoltani, Mehran
2
Al-Faryan, Mamdouh Abdulaziz Saleh
1
Alkhaleel, Basem A.
1
Backhoff-Veraguas, Julio
1
Baes, Michel
1
Barroso, Bruno Cândido
1
Bedoui, Rihab
1
Ben Abdelaziz, Fouad
1
Benkraiem, Ramzi
1
Canto, Felipe del
1
Cardoso, Rodrigo T. N.
1
Cetingoz, Adil Rengim
1
Cheng, Yi
1
Chu, Carlin C. F.
1
Cifuentes, Arturo
1
Claus, Matthias
1
Costa, Bernardo Freitas Paulo da
1
Cui, Ying
1
Ding, Rui
1
Escobar Luna-Barrera, Debora Daniela
1
Fairbrother, Jamie
1
Fanzeres, Bruno
1
Fermanian, Jean-David
1
Gaillardetz, Patrice
1
Guesmi, Khaled
1
Guigues, Vincent
1
Guéant, Olivier
1
Hachem, Saeb
1
Jeleskovic, Vahidin
1
Kabašinskas, Audrius
1
Kadikinaitė, Lina
1
Kaňková, Vlasta
1
Kedidi, Islem
1
Krokhmal, Pavlo
1
Kuhn, Daniel
1
Latini, Claudio
1
Leclère, Vincent
1
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Operations research letters
5
European journal of operational research : EJOR
4
INFORMS journal on computing : JOC
2
Mathematics and financial economics
2
Operations research
2
Operations research letters : a journal of INFORMS devoted to the rapid publication of concise contributions in operations research
2
Computational management science
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Czech economic review : acta Universitatis Carolinae oeconomica
1
IMA journal of management mathematics
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS)
1
Journal of sustainable finance & investment
1
Journal of the Operational Research Society
1
Les cahiers du GERAD
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical methods of operations research
1
Mathematical methods of operations research : ZOR
1
Quantitative finance
1
Revista Brasileira de Finanças : RBFin
1
Technological forecasting & social change : an international journal
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
1
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ECONIS (ZBW)
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1
Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-
EVT
-CVaR model
Bedoui, Rihab
;
Benkraiem, Ramzi
;
Guesmi, Khaled
; …
- In:
Technological forecasting & social change : an …
197
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014468847
Saved in:
2
A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series
Chu, Carlin C. F.
;
Li, Simon S. W.
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014442615
Saved in:
3
Socially responsible multiobjective optimal portfolios
Sahamkhadam, Maziar
;
Stephan, Andreas
- In:
Journal of the Operational Research Society
75
(
2024
)
10
,
pp. 2065-2076
Persistent link: https://www.econbiz.de/10015188547
Saved in:
4
Cryptocurrency portfolio optimization : utilizing a GARCH-copula model within the Markowitz framework
Jeleskovic, Vahidin
;
Latini, Claudio
;
Younas, Zahid Irshad
-
2024
Persistent link: https://www.econbiz.de/10015152922
Saved in:
5
Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent
;
Shapiro, Alexander
;
Cheng, Yi
- In:
Operations research letters
51
(
2023
)
4
,
pp. 393-400
Persistent link: https://www.econbiz.de/10014426574
Saved in:
6
Dual SDDP for risk-averse multistage stochastic programs
Costa, Bernardo Freitas Paulo da
;
Leclère, Vincent
- In:
Operations research letters
51
(
2023
)
3
,
pp. 332-337
Persistent link: https://www.econbiz.de/10014374928
Saved in:
7
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
8
Computational methods for risk-averse undiscounted transient Markov models
Çavuş, Özlem
;
Ruszczyński, Andrzej P.
- In:
Operations research
62
(
2014
)
2
,
pp. 401-417
Persistent link: https://www.econbiz.de/10010361418
Saved in:
9
Risk measures in optimization problems via empirical estimates
Kaňková, Vlasta
- In:
Czech economic review : acta Universitatis Carolinae …
7
(
2013
)
3
,
pp. 162-177
Persistent link: https://www.econbiz.de/10010341116
Saved in:
10
Scenario generation for single-period portfolio selection problems with tail risk measures : coping with high dimensions and integer variables
Fairbrother, Jamie
;
Turner, Amanda
;
Wallace, Stein W.
- In:
INFORMS journal on computing : JOC
30
(
2018
)
3
,
pp. 472-491
Persistent link: https://www.econbiz.de/10011948065
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