Pages that link to "Item:Q5423192"

The following pages link to Stability analysis of portfolio management with conditional value-at-risk (Q5423192):

Displaying 28 items.

• Adding flexibility in a natural gas transportation network using interruptible transportation services (Q319169) (← links)
• A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
• Take it to the limit: innovative CVaR applications to extreme credit risk measurement (Q320976) (← links)
• Logistics capacity planning: a stochastic bin packing formulation and a progressive hedging meta-heuristic (Q323187) (← links)
• Impact of supply risks on procurement decisions (Q333097) (← links)
• A stochastic programming model for strategic capacity planning in thin film transistor-liquid crystal display (TFT-LCD) industry (Q622152) (← links)
• Corporate hedging: an answer to the ``how'' question (Q1621895) (← links)
• A stochastic programming model for a tactical solid waste management problem (Q1622822) (← links)
• Customized multi-period stochastic assignment problem for social engagement and opportunistic IoT (Q1652577) (← links)
• A progressive hedging method for the optimization of social engagement and opportunistic IoT problems (Q1737502) (← links)
• Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances (Q1750470) (← links)
• A moment matching approach to log-normal portfolio optimization (Q1789581) (← links)
• Scheduled service network design with quality targets and stochastic travel times (Q2028837) (← links)
• Multi-period portfolio selection with investor views based on scenario tree (Q2073082) (← links)
• Hybrid stochastic and robust optimization model for lot-sizing and scheduling problems under uncertainties (Q2178069) (← links)
• Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
• Scenario tree construction driven by heuristic solutions of the optimization problem (Q2221468) (← links)
• Bilevel cutting-plane algorithm for cardinality-constrained mean-CVaR portfolio optimization (Q2231331) (← links)
• Cutting plane algorithms for mean-CVaR portfolio optimization with nonconvex transaction costs (Q2355203) (← links)
• Financial planning for Young households (Q2393342) (← links)
• Strategies for protecting supply chain networks against facility and transportation disruptions: an improved Benders decomposition approach (Q2442080) (← links)
• Scenario optimization asset and liability modelling for individual investors (Q2480245) (← links)
• Designing master surgery schedules with downstream unit integration via stochastic programming (Q2670515) (← links)
• The effects of errors in means, variances, and correlations on the mean-variance framework (Q5041668) (← links)
• A New Scenario Reduction Method Based on Higher-Order Moments (Q5106389) (← links)
• Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables (Q5136075) (← links)
• Portfolio instability and socially responsible investment: experiments with financial professionals and students (Q6094477) (← links)
• Stochastic forestry planning under market and growth uncertainty (Q6164380) (← links)