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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
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A scenario decomposition algorithm for 0-1 stochastic programs
Ahmed, Shabbir - In: Operations research letters 41 (2013) 6, pp. 565-569
Persistent link: https://www.econbiz.de/10010236183
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The investor recognition hypothesis in a dynamic general equilibrium : theory and evidence
Shapiro, Alex - 1999
Persistent link: https://www.econbiz.de/10001447917
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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
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Inference of statistical bounds for multistage stochastic programming problems
Shapiro, Alex - In: Mathematical methods of operations research 58 (2003) 1, pp. 57-68
Persistent link: https://www.econbiz.de/10001788397
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On a time consistency concept in risk averse multistage stochastic programming
Shapiro, Alexander - In: Operations research letters 37 (2009) 3, pp. 143-147
Persistent link: https://www.econbiz.de/10003903823
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A dynamic programming approach to adjustable robust optimization
Shapiro, Alexander - In: Operations research letters 39 (2011) 2, pp. 83-87
Persistent link: https://www.econbiz.de/10009010694
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On Kusuoka representation of law invariant risk measures
Shapiro, Alexander - In: Mathematics of operations research 38 (2013) 1, pp. 142-152
Persistent link: https://www.econbiz.de/10009727684
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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
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Minimax and risk averse multistage stochastic programming
Shapiro, Alexander - In: European journal of operational research : EJOR 219 (2012) 3, pp. 719-726
Persistent link: https://www.econbiz.de/10009526593