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Mathematical programming
Mathematische Optimierung
7
Portfolio selection
7
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5
Theory
5
Dynamic programming
3
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stochastic programming
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Adaptive real coded genetic algorithms
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Betriebliche Liquidität
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Cumulative prospect theory
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Decision under uncertainty
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Electric power industry
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Elektrizitätswirtschaft
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Entscheidung unter Unsicherheit
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Xu, Chunhui
5
Shiina, Takayuki
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Fukuba, Tomoki
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Gong, Chao
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Huo, Yanli
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Wang, Shuning
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Aragane, Koji
1
Huang, Xiaolin
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Imaizumi, Jun
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Morito, Susumu
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Asian journal of management science and applications : AJMSA
3
Asian Journal of Management Science and Applications
2
Computational economics
1
Quantitative finance
1
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ECONIS (ZBW)
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Modeling and solving portfolio selection problems based on PVaR
Huo, Yanli
;
Xu, Chunhui
;
Shiina, Takayuki
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1889-1898
Persistent link: https://www.econbiz.de/10012313525
Saved in:
2
Solving the value-at-risk minimisation model with linear programming techniques
Xu, Chunhui
;
Huang, Xiaolin
;
Huo, Yanli
;
Wang, Shuning
- In:
Asian journal of management science and applications : AJMSA
2
(
2015/2016
)
3
,
pp. 228-244
Persistent link: https://www.econbiz.de/10011713533
Saved in:
3
Inventory distribution problem via stochastic programming
Shiina, Takayuki
;
Umeda, Masayuki
;
Imaizumi, Jun
; …
- In:
Asian journal of management science and applications : AJMSA
1
(
2013/14
)
3
,
pp. 261-277
Persistent link: https://www.econbiz.de/10010484985
Saved in:
4
Efficient optimisation for portfolio selections under prospect theory
Xi, Xiangming
;
Gong, Chao
;
Xu, Chunhui
;
Wang, Shuning
- In:
Asian journal of management science and applications : AJMSA
3
(
2017/2018
)
3
,
pp. 227-251
Persistent link: https://www.econbiz.de/10011988262
Saved in:
5
An efficient adaptive real coded genetic algorithm to solve the portfolio choice problem under cumulative prospect theory
Gong, Chao
;
Xu, Chunhui
;
Wang, Ji
- In:
Computational economics
52
(
2018
)
1
,
pp. 227-252
Persistent link: https://www.econbiz.de/10012052931
Saved in:
6
Negawatt planning via stochastic programming
Yamada, Masahiro
;
Fukuba, Tomoki
;
Shiina, Takayuki
; …
- In:
Asian Journal of Management Science and Applications
5
(
2020
)
1
,
pp. 40-55
Persistent link: https://www.econbiz.de/10012504063
Saved in:
7
Multi-period stochastic lateral transshipment problem for rental products
Aragane, Koji
;
Fukuba, Tomoki
;
Shiina, Takayuki
- In:
Asian Journal of Management Science and Applications
6
(
2021
)
1
,
pp. 32-48
Persistent link: https://www.econbiz.de/10012655393
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