Aurélie Thiele

Available identifiers

zbMath Open thiele.aurelie-cMaRDI QIDQ256622

List of research outcomes

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

Research outcomes over time

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