Grace Aw
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Uncertain portfolio optimization problem under a minimax risk measure Applied Mathematical Modelling | 2020-04-07 | Paper |
| Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint Applied Mathematical Modelling | 2020-02-12 | Paper |
| Chance-constrained optimization for pension fund portfolios in the presence of default risk European Journal of Operational Research | 2018-05-24 | Paper |
| An optimal machine maintenance problem with probabilistic state constraints Information Sciences | 2017-02-07 | Paper |
| Multi-period stochastic manpower and productivity optimization in a hierarchical system Pacific Journal of Optimization | 2016-10-14 | Paper |
| Portfolio optimization using a new probabilistic risk measure Journal of Industrial and Management Optimization | 2015-06-23 | Paper |
| Estimating dynamic geometric fractional Brownian motion and its application to long-memory option pricing Dynamic Systems and Applications | 2014-01-03 | Paper |
Research outcomes over time
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