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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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On the solution uniqueness in portfolio optimization and risk analysis
Grechuk, Bogdan
;
Palczewski, Andrezej
;
Palczewski, Jan
- In:
International journal of theoretical and applied …
27
(
2024
)
5/6
,
pp. 1-27
Persistent link: https://www.econbiz.de/10015559355
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2
The center of a convex set and capital allocation
Grechuk, Bogdan
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 628-636
Persistent link: https://www.econbiz.de/10010510003
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3
Direct data-based decision making under uncertainty
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
267
(
2018
)
1
,
pp. 200-211
Persistent link: https://www.econbiz.de/10011812399
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4
Inverse portfolio problem with mean-deviation model
Grechuk, Bogdan
;
Zabrankin, Michael
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 481-490
Persistent link: https://www.econbiz.de/10010356717
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5
Risk averse decision making under catastrophic risk
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
239
(
2014
)
1
,
pp. 166-176
Persistent link: https://www.econbiz.de/10010403636
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6
Synergy effect of cooperative investment
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
Applied optimization and data mining : dedicated to Dr. …
,
(pp. 409-431)
.
2017
Persistent link: https://www.econbiz.de/10011616204
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7
Inverse portfolio problem with coherent risk measures
Grechuk, Bogdan
;
Zabarankin, Michael
- In:
European journal of operational research : EJOR
249
(
2016
)
2
,
pp. 740-750
Persistent link: https://www.econbiz.de/10011436861
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8
Optimal risk sharing with general deviation measures
Grechuk, Bogdan
;
Zabarankin, Michael
-
2012
Persistent link: https://www.econbiz.de/10009688673
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9
Network algorithms for the dual of the constrainded shortest path problem
Grechuk, Bogdan
;
Molyboha, Anton
;
Zabarankin, Michael
- In:
Cooperative networks : control and optimization ; [6th …
,
(pp. 113-145)
.
2008
Persistent link: https://www.econbiz.de/10003740833
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10
Maximum Entropy Principle with General Deviation Measures
Grechuk, Bogdan
;
Molyboha, Anton
;
Zabarankin, Michael
- In:
Mathematics of operations research
34
(
2009
)
2
,
pp. 445-467
Persistent link: https://www.econbiz.de/10008255202
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