Robust conditional expectation reward-risk performance measures

von Kouaissah, Noureddine
Veröffentlicht in Economics letters (2021)

Using multivariate stochastic dominance to enhance portfolio selection and warn of financial crises

von Kouaissah, Noureddine
Veröffentlicht in The quarterly review of economics and finance (2021)

Robust reward-risk performance measures with weakly second-order stochastic dominance constraints

von Kouaissah, Noureddine
Veröffentlicht in The quarterly review of economics and finance (2023)

XOR analytic hierarchy process and its application in the renewable energy sector

von Hocine, Amine
Veröffentlicht in Omega (2020)

On the impact of conditional expectation estimators in portfolio theory

von Ortobelli, Sergio
Veröffentlicht in Computational Management Science (2017)

Volatility spillovers between stock and energy markets during crises : a comparative assessment between the 2008 global financial crisis and the Covid-19 pandemic crisis

von Jebabli, Ikram
Veröffentlicht in Finance research letters (2022)

On the use of conditional expectation in portfolio selection problems

von Ortobelli, Sergio
Veröffentlicht in Annals of operations research ; volume 274, numbers 1/2 (March 2019) (2019)

Weighted-additive fuzzy multi-choice goal programming (WA-FMCGP) for supporting renewable energy site selection decisions

von Hocine, Amin
Veröffentlicht in European journal of operational research (2020)