Aurélie Thiele

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Person:256622

Available identifiers

zbMath Open thiele.aurelie-cMaRDI QIDQ256622

List of research outcomes





PublicationDate of PublicationType
Solving utility-maximization selection problems with multinomial logit demand: is the first-choice model a good approximation?2021-01-06Paper
Robust stock and bond allocation with end-of-horizon effects2019-06-07Paper
Portfolio optimization with \(pw\)-robustness2019-03-19Paper
Log-robust portfolio management with parameter ambiguity2018-10-10Paper
New product launch decisions with robust optimization2018-10-10Paper
Protecting the data-driven newsvendor against rare events: a correction-term approach2018-10-10Paper
A moment matching approach to log-normal portfolio optimization2018-10-10Paper
A comparison between the robust risk-aware and risk-seeking managers in R\&D portfolio management2018-10-10Paper
Robust binary optimization using a safe tractable approximation2018-09-28Paper
Optimizing healthcare network design under reference pricing and parameter uncertainty2018-02-06Paper
Robust timing of markdowns2016-03-09Paper
Robust Investment Management with Uncertainty in Fund Managers’ Asset Allocation2015-10-20Paper
Data-driven portfolio management with quantile constraints2015-08-03Paper
Recent advances in robust optimization: an overview2015-02-19Paper
Robust selling times in adaptive portfolio management2013-12-11Paper
Short sales in log-robust portfolio management2012-05-23Paper
A log-robust optimization approach to portfolio management2011-02-18Paper
A note on issues of over-conservatism in robust optimization with cost uncertainty2011-01-20Paper
A Dynamic and Data-Driven Approach to the News Vendor Problem Under Cyclical Demand2009-10-27Paper
A Robust Optimization Approach to Inventory Theory2009-08-13Paper
Robust stochastic programming with uncertain probabilities2008-09-09Paper
An Adaptive Algorithm for the Optimal Sample Size in the Non-Stationary Data-Driven Newsvendor Problem2007-05-21Paper
Integer Programming and Combinatorial Optimization2005-12-23Paper

Research outcomes over time

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