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  • Search: subject_exact:"Robust method"
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Year of publication
Subjects
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Robustes Verfahren 745 Robust statistics 744 Theorie 365 Theory 365 Estimation theory 74 Schätztheorie 74 Mathematical programming 68 Mathematische Optimierung 68 Robust optimization 64 Estimation 60 Regression analysis 60 Regressionsanalyse 60 Schätzung 60 Time series analysis 54 Zeitreihenanalyse 54 Portfolio selection 51 Portfolio-Management 51 Nichtparametrisches Verfahren 45 Nonparametric statistics 45 Modellierung 40 Scientific modelling 40 USA 38 United States 38 Statistical test 33 Statistischer Test 33 Decision under uncertainty 32 Entscheidung unter Unsicherheit 32 Forecasting model 29 Prognoseverfahren 29 robust optimization 27 Geldpolitik 26 Monte Carlo simulation 26 Monte-Carlo-Simulation 26 Monetary policy 25 Stochastic process 24 Stochastischer Prozess 24 Lieferkette 22 Panel 22 Panel study 22 Scheduling problem 22
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Online availability
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Free 245 Undetermined 11
Type of publication
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Article 396 Book / Working Paper 351
Type of publication (narrower categories)
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Article in journal 332 Aufsatz in Zeitschriften 332 Graue Literatur 315 Non-commercial literature 315 Arbeitspapier 288 Working Paper 288 Article in book 57 Aufsatz im Buch 57 Dissertation 34 Thesis 34 Hochschulschrift 33 Collection of articles of several authors 5 Sammelwerk 5 Collection of articles written by one author 3 Sammlung 3 Forschungsbericht 2 Kongress 2 Lehrbuch 2 Survey 2 Übersichtsarbeit 2 Bibliographie 1 Bibliographie enthalten 1 Bibliography included 1 Case study 1 Commentary 1 Fallstudie 1 Handbook 1 Handbuch 1 Kommentar 1 Nachschlagewerk 1 reference book 1
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Language
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English 720 German 21 French 3 Portuguese 2 Undetermined 1
Persons
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Croux, Christophe 26 Čížek, Pavel 21 Hertog, Dirk den 13 Hansen, Lars Peter 11 McAleer, Michael 11 Sargent, Thomas J. 11 Ben-Tal, Aharon 9 Fried, Roland 9 Morris, Stephen 8 Ronchetti, Elvezio 8 Trojani, Fabio 8 Gather, Ursula 7 Sun, Yixiao 7 Bergemann, Dirk 6 Dufour, Jean-Marie 6 Filzmoser, Peter 6 Gelper, Sarah 6 Bian, Guorui 5 Cantoni, Eva 5 Dette, Holger 5 Härdle, Wolfgang 5 Kleijnen, Jack P. C. 5 Pesaran, M. Hashem 5 Simar, Léopold 5 Wagner, Joachim 5 Wong, Wing Keung 5 Araujo, María Caridad 4 Azuero, Rodrigo 4 Behrman, Jere R. 4 Ben-Haim, Yakov 4 Bernal, Raquel 4 Bertsimas, Dimitris 4 Boudt, Kris 4 Brauers, Willem K. 4 Büning, Herbert 4 Daraio, Cinzia 4 Dhaene, Geert 4 Doko Tchatoka, Firmin 4 Fabozzi, Frank J. 4 Feng, Yuanhua 4
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Institutions
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Center for Economic Research <Tilburg> 2 Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund> 2 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre for Analytical Finance <Århus> 1 Danmarks Nationalbank 1 Escola de Pós-Graduação em Economia <Rio de Janeiro> 1 European University Institute / Department of Economics 1 Laboratory of Economics and Management <Pisa> 1 Shakai-Keizai-Kenkyūsho <Osaka> 1 Social Systems Research Institute 1 Springer International Publishing AG 1 Technische Universität Dresden 1 University of Canterbury / Dept. of Economics and Finance 1 University of Hong Kong / School of Economics and Finance 1
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Published in...
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Discussion paper 42 Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 16 European journal of operational research : EJOR 14 Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse 13 Management science : journal of the Institute for Operations Research and the Management Sciences 12 Computers & operations research : and their applications to problems of world concern : an international journal 11 International journal of production economics 11 Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics 11 Discussion paper series 10 KBI 8 SFB 649 discussion paper 8 Transportation research : an international journal 8 Working paper 8 Computational Management Science : CMS 7 Cowles Foundation discussion paper 7 Econometric Institute research papers 7 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 7 CESifo working papers 6 Econometric theory 6 Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 6 Statistical papers 6 Transportation science : a journal of the Institute for Operations Research and the Management Sciences 6 Working paper series 6 Applied economics 5 International journal of productivity and quality management : IJPQM 5 Journal of applied econometrics 5 Journal of business & economic statistics : JBES : a publication of the American Statistical Association 5 Journal of economic theory 5 Journal of the Operational Research Society : OR 5 Metrika : international journal for theoretical and applied statistics 5 Working papers 5 Cahiers du Département d'Econométrie 4 Cambridge working papers in economics 4 Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics 4 Economics letters 4 Energy economics 4 INFORMS journal on computing : JOC 4 Journal of banking & finance 4 Journal of econometrics 4 Journal of revenue and pricing management 4
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Sources
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ECONIS (ZBW) 744 RePEc 2 ArchiDok 1
Showing 1 - 50 of 747
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A robust optimization model for distribution and evacuation in the disaster response phase
Fereiduni, Meysam; Shahanaghi, Kamran - In: Journal of industrial engineering international 13 (2017) 1, pp. 117-141
Natural disasters, such as earthquakes, affect thousands of people and can cause enormous financial loss. Therefore, an efficient response immediately following a natural disaster is vital to minimize the aforementioned negative effects. This research paper presents a network design model for...
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Poorly measured confounders are more useful on the left than on the right
Pei, Zhuan; Pischke, Jörn-Steffen; Schwandt, Hannes - 2017
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Distributionally and integer adjustable robust optimization
Postek, Krzysztof Stanisław - 2017
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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - 2017
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Robust estimation of value-at-risk through distribution-free and parametric approaches using the joint severity and frequency model : applications in financial, actuarial, and natu...
Guharay, Sabyasachi; Chang, KC; Xu, Jie - In: Risks : open access journal 5 (2017) 3, pp. 1-29
Value-at-Risk (VaR) is a well-accepted risk metric in modern quantitative risk management (QRM). The classical Monte Carlo simulation (MCS) approach, denoted henceforth as the classical approach, assumes the independence of loss severity and loss frequency. In practice, this assumption does not...
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Remittances in Ukraine using household data
Kuntsevych, Iuliia - 2017
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Robust estimation of cost efficiency in non-parametric frontier models
Besstremjannaja, Galina E.; Simm, Jaak; Golovan, Sergei - 2017
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Robustness of shared prosperity estimates : how different methodological choices matter
Atamanov, Aziz; Wieser, Christina; Uematsu, Hiroki; … - 2016
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Exogeneity tests, weak identification, incomplete models and non-Gaussian distributions : invariance and finite-sample distributional theory
Tchakota, Firmin Doko; Dufour, Jean-Marie - 2016
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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - 2016 - Revised: January 20, 2016
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Der Einfluss der interregionalen Ungleichheit auf die Lebenszufriedenheit : eine empirische Analyse
Hänsel, Christine - 2016
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Composite indices, alternative weights, and comparison robustness
Seth, Suman; McGillivray, Mark - 2016
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Centered solutions for uncertain linear equations
Zhen, Jianzhe; Hertog, Dirk den - 2016
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Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin; Dufour, Jean-Marie - 2016
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Simultaneous optimization of speed and buffer times for robust transportation systems
Mulder, Judith; Jaarsveld, Willem van; Dekker, Rommert - 2016
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Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions : invariance and finite-sample distributional theory
Doko Tchatoka, Firmin; Dufour, Jean-Marie - 2016
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Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J. - In: Studies in nonlinear dynamics and econometrics : SNDE : … 20 (2016) 4, pp. 455-475
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On the robustness of consumption-based asset pricing theory
Elmiger, Sabine - 2016
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Robustness in combinatorial optimization and scheduling theory : an extended annotated bibliography
Nikulin, Jurij V. - 2016
This work is an up-to-date-extension of a previous annotated bibliography (2004) which covered 40 references only. It focuses on what has been published during the last ten years in the area of combinatorial optimization and scheduling theory concerning robustness and other similar techniques...
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Robustness in combinatorial optimization and scheduling theory : an annotated bibliography
Nikulin, Jurij V. - 2016
This short annotated bibliography focuses on what has been published during the last ten years in the area of combinatorial optimization and scheduling theory concerning robustness and other similar techniques that deal with worst case optimization under uncertainty and non-accuracy of problem data.
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Is socially responsible investing more risky? : Australian evidence
Mackie, Ewan; Palit, Imon; Veeraraghavan, Madhu; … - In: Sustainability and social responsibility : regulation …, (pp. 261-305). 2018
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On trend robustness and end-point issues for New Zealand’s stylised business cycle facts
Hall, Vivian Bruce; Thomson, Peter J. - 2015
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Robust location of new housing developments using a choice model
Espinoza, Juan Carlos; Alfandari, Garcia Laurent - 2015
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Investment liberalisation, technology take-off and export market entry : does foreign ownership structure matter?
Girma, Sourafel (contributor); Gong, Yundan (contributor);  … - 2015
Before and after its accession to the WTO in 2001, China has undergone a far-reaching investment liberalisation. As part of this, existing restrictions on foreign ownership structure and mandatory export and technology transfer requirements imposed on foreign firms have been lifted in a number...
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Robust predictions under finite depth of reasoning
Murayama, Kota - 2015
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Modelling the distribution of health related quality of life of advanced melanoma patients in a longitudinal multi-centre clinical trial using M-quantile random effects regression
Borgini, Riccardo (contributor);  … - 2015
Health-related quality of life assessment is important in the clinical evaluation of patients with metastatic disease that may offer useful information in understanding the clinical effectiveness of a treatment. To assess if a set of explicative variables impacts on the health-related quality of...
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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - 2015 - Rev.: September 25, 2015
A consensus has recently emerged that a number of variables in addition to the level, slope, and curvature of the term structure can help predict interest rates and excess bond returns. We demonstrate that the statistical tests that have been used to support this conclusion are subject to very...
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A comprehensive approach to posterior jointness analysis in Bayesian model averaging applications
Crespo Cuaresma, Jesús (contributor);  … - 2015
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Robust estimation and moment selection in dynamic fixed-effects panel data models
Čížek, Pavel; Aquaro, Michele - 2015
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A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Kim, Min Seong; Sun, Yixiao; Yang, Jingjing - 2015
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Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility
Jensen, Mark J. - 2015
Empirical volatility studies have discovered nonstationary, long-memory dynamics in the volatility of the stock market and foreign exchange rates. This highly persistent, infinite variance - but still mean reverting - behavior is commonly found with nonparametric estimates of the fractional...
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A hybrid solution approach for a multi-objective closed-loop logistics network under uncertainty
Mehrbod, Mehrdad; Tu, Nan; Miao, Lixin - In: Journal of industrial engineering international 11 (2015), pp. 237-252
The design of closed-loop logistics (forward and reverse logistics) has attracted growing attention with the stringent pressures of customer expectations, environmental concerns and economic factors. This paper considers a multi-product, multi-period and multi-objective closed-loop logistics...
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Robust DEA under discrete uncertain data: a case study of Iranian electricity distribution companies
Hafezalkotob, Ashkan; Haji-Sami, Elham; Omrani, Hashem - In: Journal of industrial engineering international 11 (2015), pp. 199-208
Crisp input and output data are fundamentally indispensable in traditional data envelopment analysis (DEA). However, the real-world problems often deal with imprecise or ambiguous data. In this paper, we propose a novel robust data envelopment model (RDEA) to investigate the efficiencies of...
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Optimal financial decision making under uncertainty
Consigli, Giorgio; Kuhn, Daniel; Brandimarte, Paolo - In: Optimal financial decision making under uncertainty, (pp. 255-290). 2017
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Developing lean and responsive supply chains : a robust model for alternative risk mitigation strategies in supply chain designs
Mohammaddust, Faeghe; Rezapour, Shabnam; Farahani, Reza … - In: International journal of production economics 183 (2017), pp. 632-653
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A robust optimization model for cellular manufacturing system into supply chain management
Aalaei, Amin; Davoudpour, Hamid - In: International journal of production economics 183 (2017), pp. 667-679
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An evaluation of Turkey's NUTS level 1 regions according to banking sector with MULTIMOORA method
Önay, Onur - In: Applying predictive analytics within the service sector, (pp. 13-33). 2017
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Robust two-stage stochastic linear optimization with risk aversion
Ling, Aifan; Sun, Jie; Xiu, Naihua; Xiaoguang, Yang - In: European journal of operational research : EJOR 256 (2017) 1, pp. 215-229
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Distributionally robust single machine scheduling with risk aversion
Chang, Zhiqi; Song, Shiji; Zhang, Yuli; Ding, Jian-Ya; … - In: European journal of operational research : EJOR 256 (2017) 1, pp. 261-274
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Support vector machines based on convex risk functions and general norms
Gotoh, Jun-ya; Urjasʹev, Stanislav P. - In: Applied optimization and data mining : dedicated to Dr. …, (pp. 301-328). 2017
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Are critical slowing down indicators useful to detect financial crises?
Gatfaoui, Hayette; Nagot, Isabelle; De Peretti, Philippe - In: Systemic risk tomography : signals, measurement and …, (pp. 73-93). 2017
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Maximizing a class of utility functions over the vertices of a polytope
Atamtürk, Alper; Gómez, Andrés - In: Operations research 65 (2017) 2, pp. 433-445
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Evolutionary robust optimization in production planning – interactions between number of objectives, sample size and choice of robustness measure
Esteban Diaz, Juan; Handl, Julia; Xu, Dong-Ling - In: Computers & operations research : and their … 79 (2017), pp. 266-278
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A robust algorithm for project portfolio selection problem using real options valuation
Montajabiha, Mahsa; Khamseh, Alireza Arshadi; … - In: International journal of managing projects in business 10 (2017) 2, pp. 386-403
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A linear programming based heuristic framework for min-max regret combinatorial optimization problems with interval costs
Assunção, Lucas; Noronha, Thiago F.; Santos, Andréa … - In: Computers & operations research : and their … 81 (2017), pp. 51-66
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Serial crowdfunding, social capital, and project success
Butticè, Vincenzo; Colombo, Massimo G.; Wright, Mike - In: Entrepreneurship, theory and practice : ET & P 41 (2017) 2, pp. 183-207
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Debt-liquidity shock risk : intertemporal effects and probability measures
Maggi, Bernardo - In: Journal of risk 19 (2016/17) 3, pp. 1-24
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A class of efficiently solvable multistage optimization problems under uncertainty and applications
Minoux, Michel - In: IMA journal of management mathematics 28 (2017) 1, pp. 87-107
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Robust optimization of uncertain multistage inventory systems with inexact data in decision rules
Ruiter, Frans J. C. T. de; Ben-Tal, Aharon; Brekelmans, … - In: Computational Management Science : CMS 14 (2017) 1, pp. 45-66
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A comparison between the robust risk-aware and risk-seeking managers in R&D portfolio management
Wang, Shuyi; Thiele, Aurélie - In: Computational Management Science : CMS 14 (2017) 2, pp. 197-213
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