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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