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~subject:"Portfolio selection"
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Portfolio selection
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Shapiro, Alex
16
Başak, Suleyman
14
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8
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8
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3
Teplá, Lucie
3
Liu, Rui Peng
2
Bruno, Sergio
1
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1
Deng, Yan
1
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1
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Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty
Bruno, Sergio
;
Ahmed, Shabbir
;
Shapiro, Alexander
; …
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 979-989
Persistent link: https://www.econbiz.de/10011445359
Saved in:
2
The investor recognition hypothesis in a dynamic general equilibrium : theory and evidence
Shapiro, Alex
-
1999
Persistent link: https://www.econbiz.de/10001447917
Saved in:
3
The investor recognition hypothesis in a dynamic general equilibrium : theory and evidence
Shapiro, Alex
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 97-141
Persistent link: https://www.econbiz.de/10001639611
Saved in:
4
Time consistency of dynamic risk measures
Shapiro, Alexander
- In:
Operations research letters
40
(
2012
)
6
,
pp. 436-439
Persistent link: https://www.econbiz.de/10009716583
Saved in:
5
Sample average approximation of expected value constrained stochastic programs
Wang, Wei
;
Ahmed, Shabbir
- In:
Operations research letters
36
(
2008
)
5
,
pp. 515-519
Persistent link: https://www.econbiz.de/10003786740
Saved in:
6
Parallel scenario decomposition of risk-averse 0-1 stochastic programs
Deng, Yan
;
Ahmed, Shabbir
;
Shen, Siqian
- In:
INFORMS journal on computing : JOC
30
(
2018
)
1
,
pp. 90-105
Persistent link: https://www.econbiz.de/10011848149
Saved in:
7
Value-at-risk based risk management : optimal policies and asset prices
Başak, Suleyman
;
Shapiro, Alex
-
1999
Persistent link: https://www.econbiz.de/10001447907
Saved in:
8
Value-at-risk based risk management : optimal policies and asset prices
Başak, Suleyman
;
Shapiro, Alex
-
1998
Persistent link: https://www.econbiz.de/10001374712
Saved in:
9
Value-at-risk-based risk management : optimal policies and asset prices
Başak, Suleyman
;
Shapiro, Alex
- In:
The review of financial studies
14
(
2001
)
2
,
pp. 371-405
Persistent link: https://www.econbiz.de/10001570567
Saved in:
10
Risk management with benchmarking
Başak, Suleyman
;
Shapiro, Alex
;
Teplá, Lucie
-
2001
Persistent link: https://www.econbiz.de/10001629743
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