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1
Technical note:
risk
-averse regret minimization in multistage stochastic programs
Poursoltani, Mehran
;
Delage, Erick
;
Georghiou, Angelos
- In:
Operations research
72
(
2024
)
4
,
pp. 1727-1738
Persistent link: https://www.econbiz.de/10015045703
Saved in:
2
Robustness of optimal portfolios under
risk
and stochastic dominance constraints
Dupačová, Jitka
;
Kopam, Milos̆
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
Saved in:
3
Restricted
risk
measures and robust optimization
Lagos, Guido
;
Espinoza, Daniel
;
Moreno, Eduardo
; …
- In:
European journal of operational research : EJOR
241
(
2015
)
3
,
pp. 771-782
Persistent link: https://www.econbiz.de/10010487547
Saved in:
4
"Dice"-sion–making under uncertainty : when can a random decision reduce
risk
?
Delage, Erick
;
Kuhn, Daniel
;
Wiesemann, Wolfram
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3282-3301
Persistent link: https://www.econbiz.de/10012039992
Saved in:
5
A robust bi-objective uncertain green supply chain network management
Golpîra, Hêriş
- In:
Serbian journal of management : an international …
11
(
2016
)
2
,
pp. 211-222
minimizes the cost of the supply chain while the second objective function minimizes CO2 emission. Conditional Value at
Risk
…
Persistent link: https://www.econbiz.de/10011637189
Saved in:
6
The value of stochastic modeling in two-stage stochastic programs with cost uncertainty
Delage, Erick
;
Arroyo, Sharon
;
Ye, Yinyu
- In:
Operations research
62
(
2014
)
6
,
pp. 1377-1393
Persistent link: https://www.econbiz.de/10010471839
Saved in:
7
Robust two-stage stochastic linear optimization with
risk
aversion
Ling, Aifan
;
Sun, Jie
;
Xiu, Naihua
;
Yang, Xiaoguang
- In:
European journal of operational research : EJOR
256
(
2017
)
1
,
pp. 215-229
Persistent link: https://www.econbiz.de/10011611260
Saved in:
8
Stability advances in robust portfolio optimization under parallelepiped uncertainty
Kara, Güray
;
Özmen, Ayşe
;
Weber, Gerhard-Wilhelm
- In:
Central European journal of operations research : CEJOR …
27
(
2019
)
1
,
pp. 241-261
Persistent link: https://www.econbiz.de/10011965635
Saved in:
9
A
risk
measurement approach from
risk
-averse stochastic optimization of score functions
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
; …
- In:
Insurance : mathematics and economics
120
(
2025
),
pp. 42-50
Persistent link: https://www.econbiz.de/10015431880
Saved in:
10
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
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