Pages that link to "Item:Q3163385"
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The following pages link to Enterprise risk management: a DEA VaR approach in vendor selection (Q3163385):
Displaying 17 items.
- Information security investment for competitive firms with hacker behavior and security requirements (Q256635) (← links)
- Multi-period risk minimization purchasing models for fashion products with interest rate, budget, and profit target considerations (Q285993) (← links)
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- Optimal allocation of a fixed production under price uncertainty (Q285998) (← links)
- Robust scenario-based value-at-risk optimization (Q286009) (← links)
- Sourcing decision under disruption risk with supply and demand uncertainty: a newsvendor approach (Q286015) (← links)
- Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson (Q286022) (← links)
- Credit risk prediction using fuzzy immune learning (Q888689) (← links)
- Predicting repayment of the credit card debt (Q1762040) (← links)
- Combined forecasts in portfolio optimization: a generalized approach (Q1762047) (← links)
- Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model (Q1945088) (← links)
- A BSDE approach to risk-based asset allocation of pension funds with regime switching (Q1945100) (← links)
- Time-dependent and independent control rules for coordinated production and pricing under demand uncertainty and finite planning horizons (Q2259031) (← links)
- Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) (← links)
- Investigating the impact of behavioral factors on supply network efficiency: insights from banking's corporate bond networks (Q2400020) (← links)
- Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups (Q2449361) (← links)
- An optimization approach to risk decision-making of closed-loop logistics based on SCOR model (Q3145038) (← links)
