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Network models to improve robot advisory portfolios

Giudici, Paolo; Polinesi, Gloria; Spelta, Alessandro - In: Risk management decisions and value under uncertainty, (pp. 965-989). 2022

Persistent link: https://www.econbiz.de/10013342079

Optimal portfolio using volatility anomaly concept and Sharpe optimisation technique

Mitra, Pradip Kumar; Mascarenhas, Edward - In: International journal of business excellence : IJBEX 25 (2021) 4, pp. 474-490

Persistent link: https://www.econbiz.de/10012798425

Portfolio optimization through a network approach : network assortative mixing and portfolio diversification

Ricca, Federica; Scozzari, Andrea - In: European journal of operational research : EJOR 312 (2024) 2, pp. 700-717

Persistent link: https://www.econbiz.de/10014456319

A stochastic multi-agent optimization model for energy infrastructure planning under uncertainty in an oligopolistic market

Guo, Zhaomiao; Fan, Yueyue - In: Networks and spatial economics : a journal of … 17 (2017) 2, pp. 581-609

Persistent link: https://www.econbiz.de/10011809162

A bilevel programming approach to price decoupling in Pay-as-Clear markets, with application to day-ahead electricity markets

Frangioni, Antonio; Lacalandra, Fabrizio - In: European journal of operational research : EJOR 319 (2024) 1, pp. 316-331

Persistent link: https://www.econbiz.de/10015083731

Optimal Task Assignments with Loss-Averse Agents

Balmaceda, Felipe - 2018

This paper studies optimal task assignments in a setting where agents are expectation-based loss averse according to KoszegiRabin (2006) and KoszegiRabin (2007) and are compensated according to an aggregated performance measure in which tasks are technologically independent. We show that the...

Persistent link: https://www.econbiz.de/10012927853