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ECONIS (ZBW)
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Regime-based versus static asset allocation : letting the data speak
Nystrup, Peter
;
Hansen, Bo William
;
Madsen, Henrik
; …
- In:
The journal of portfolio management : a publication of …
42
(
2015
)
1
,
pp. 103-109
Persistent link: https://www.econbiz.de/10011409025
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2
Dynamic allocation or diversification : a regime-based approach to multiple assets
Nystrup, Peter
;
Hansen, Bo William
;
Larsen, Henrik Olejasz
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
2
,
pp. 62-73
Persistent link: https://www.econbiz.de/10011880054
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3
Dynamic portfolio optimization across hidden market regimes
Nystrup, Peter
;
Madsen, Henrik
;
Lindström, Erik
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 83-95
Persistent link: https://www.econbiz.de/10011905831
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4
Temporal hierarchies with autocorrelation for load forecasting
Nystrup, Peter
;
Lindström, Erik
;
Pinson, Pierre
; …
- In:
European journal of operational research : EJOR
280
(
2020
)
3
,
pp. 876-888
Persistent link: https://www.econbiz.de/10012132492
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5
Multi-period portfolio selection with drawdown control
Nystrup, Peter
;
Boyd, Stephen P.
;
Lindström, Erik
; …
- In:
Application of operations research to financial markets
,
(pp. 245-271)
.
2019
Persistent link: https://www.econbiz.de/10012157466
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6
Short-term probabilistic forecasting of wind speed using stochastic differential equations
Iversen, Emil B.
;
Morales, Juan M.
;
Møller, Jan K.
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 981-990
Persistent link: https://www.econbiz.de/10011621968
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7
Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models
Pinson, Pierre
;
Madsen, Henrik
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 281-313
Persistent link: https://www.econbiz.de/10009576383
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8
Commitment and dispatch of heat and power units via affinely adjustable robust optimization
Zugno, Marco
;
Morales, Juan M.
;
Madsen, Henrik
- In:
Computers & operations research : and their …
75
(
2016
),
pp. 191-201
Persistent link: https://www.econbiz.de/10011545011
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9
Probabilistic forecasts of wind power generation by stochastic differential equation models
Kloppenborg Møller, Jan
;
Zugno, Marco
;
Madsen, Henrik
- In:
Journal of forecasting
35
(
2016
)
3
,
pp. 189-205
Persistent link: https://www.econbiz.de/10011580264
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10
A two-phase stochastic programming approach to biomass supply planning for combined heat and power plants
Guericke, Daniela
;
Blanco, Ignacio
;
Morales, Juan M.
; …
- In:
OR spectrum : quantitative approaches in management
42
(
2020
)
4
,
pp. 863-900
Persistent link: https://www.econbiz.de/10012419333
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