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Coherent risk measures in inve...
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A stochastic programming approach for supply chain network design under uncertainty
Santoso, Tjendera
;
Ahmed, Shabbir
;
Goetschalckx, Marc
; …
- In:
European Journal of Operational Research
167
(
2005
)
1
,
pp. 96-115
Persistent link: https://www.econbiz.de/10005151592
Saved in:
2
Coherent risk measures in inventory problems
Ahmed, Shabbir
;
Çakmak, Ulaş
;
Shapiro, Alexander
- In:
European journal of operational research : EJOR
182
(
2007
)
1
,
pp. 226-238
Persistent link: https://www.econbiz.de/10007770740
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3
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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4
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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5
Monetary policy and exchange market pressure in Pakistan
Ahmed, Shabbir
- In:
The journal of developing areas
47
(
2013
)
1
,
pp. 339-353
Persistent link: https://www.econbiz.de/10010230105
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6
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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7
Comments on: Stability in linear optimization and related topics : a personal tour
Shapiro, Alexander
- In:
Top : an official journal of the Spanish Society of …
20
(
2012
)
2
,
pp. 261-264
Persistent link: https://www.econbiz.de/10010016837
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8
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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9
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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10
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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