Aurélie Thiele

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
Solving utility-maximization selection problems with multinomial logit demand: is the first-choice model a good approximation? Annals of Operations Research	2021-01-06	Paper
Robust stock and bond allocation with end-of-horizon effects RAIRO - Operations Research	2019-06-07	Paper
Portfolio optimization with \(pw\)-robustness EURO Journal on Computational Optimization	2019-03-19	Paper
Protecting the data-driven newsvendor against rare events: a correction-term approach Computational Management Science	2018-10-10	Paper
A moment matching approach to log-normal portfolio optimization Computational Management Science	2018-10-10	Paper
New product launch decisions with robust optimization Computational Management Science	2018-10-10	Paper
A comparison between the robust risk-aware and risk-seeking managers in R\&D portfolio management Computational Management Science	2018-10-10	Paper
Log-robust portfolio management with parameter ambiguity Computational Management Science	2018-10-10	Paper
Robust binary optimization using a safe tractable approximation Operations Research Letters	2018-09-28	Paper
Optimizing healthcare network design under reference pricing and parameter uncertainty European Journal of Operational Research	2018-02-06	Paper
Robust timing of markdowns Annals of Operations Research	2016-03-09	Paper
Robust investment management with uncertainty in fund managers' asset allocation RAIRO - Operations Research	2015-10-20	Paper
Data-driven portfolio management with quantile constraints OR Spectrum	2015-08-03	Paper
Recent advances in robust optimization: an overview European Journal of Operational Research	2015-02-19	Paper
Robust selling times in adaptive portfolio management Algorithmic Operations Research	2013-12-11	Paper
Short sales in log-robust portfolio management European Journal of Operational Research	2012-05-23	Paper
A log-robust optimization approach to portfolio management OR Spectrum	2011-02-18	Paper
A note on issues of over-conservatism in robust optimization with cost uncertainty Optimization	2011-01-20	Paper
A Dynamic and Data-Driven Approach to the News Vendor Problem Under Cyclical Demand Springer Optimization and Its Applications	2009-10-27	Paper
A Robust Optimization Approach to Inventory Theory Operations Research	2009-08-13	Paper
Robust stochastic programming with uncertain probabilities IMA Journal of Management Mathematics	2008-09-09	Paper
An Adaptive Algorithm for the Optimal Sample Size in the Non-Stationary Data-Driven Newsvendor Problem Operations Research/Computer Science Interfaces Series	2007-05-21	Paper
Integer Programming and Combinatorial Optimization Lecture Notes in Computer Science	2005-12-23	Paper

Research outcomes over time

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