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Scenario tree approximation and risk a version strategies for stochastic optimization of electricity production and trading
Eichhorn, Andreas; Heitsch, Holger; Römisch, Werner - In: Optimization in the energy industry : [symposium with …, (pp. 321-346). 2009
Persistent link: https://www.econbiz.de/10009155649
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Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
Rocha, Paula; Kuhn, Daniel - In: European journal of operational research : EJOR 216 (2012) 2, pp. 397-408
Persistent link: https://www.econbiz.de/10009387415
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Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
Meskarian, Rudabeh; Xu, Huifu; Fliege, Jörg - In: European journal of operational research : EJOR 216 (2012) 2, pp. 376-385
Persistent link: https://www.econbiz.de/10009387417
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A stochastic portfolio optimization model with bounded memory
Chang, Mou-hsiung; Pang, Tao; Yang, Yipeng - In: Mathematics of operations research 36 (2011) 4, pp. 604-619
Persistent link: https://www.econbiz.de/10009405906
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Stochastic optimization and economic models
Sengupta, Jati K. - 2010
Persistent link: https://www.econbiz.de/10009007355
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A portfolio approach to managing procurement risk using multi-stage stochastic programming
Shi, Y.; Wu, F.; Chu, L. K.; Sculli, D.; Xu, Y. H. - In: Journal of the Operational Research Society : OR 62 (2011) 11, pp. 1958-1970
Persistent link: https://www.econbiz.de/10009377772
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On relations between DEA-risk models and stochastic dominance efficiency tests
Branda, Martin; Kopa, Milos̆ - In: Central European journal of operations research : CEJOR … 22 (2014) 1, pp. 13-35
Persistent link: https://www.econbiz.de/10010231697
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Optimisation of allocated portfolio using multi-objective stochastic programming
Ekhtiari, Mostafa; Alinezhad, Alireza; Kazemi, Abolfazl - In: International journal of financial services management … 6 (2013) 2, pp. 155-169
Persistent link: https://www.econbiz.de/10010237997
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Stochastically weighted stochastic dominance concepts with an application in capital budgeting
Hu, Jian; Homem-de-Mello, Tito; Mehrotra, Sanjay - In: European journal of operational research : EJOR 232 (2014) 3, pp. 572-583
Persistent link: https://www.econbiz.de/10010224961
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Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing
Leung, Tim; Song, Qingshuo; Yang, Jie - In: Finance and stochastics 17 (2013) 4, pp. 839-870
Persistent link: https://www.econbiz.de/10010190872