Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens

von Pınar, Mustafa Ç.
Veröffentlicht in INFOR (2014)

Robust scenario optimization based on downside-risk measure for multi-period portfolio selection

von Pınar, Mustafa C.̧
Veröffentlicht in OR spectrum (2007)

Gain-loss based convex risk limits in discrete-time trading

von Pınar, Mustafa Ç.
Veröffentlicht in Computational Management Science (2011)

Equilibrium in an ambiguity-averse mean-variance investors market

von Pınar, Mustafa Ç.
Veröffentlicht in European journal of operational research (2014)

Pricing multiple exercise American options by linear programming

von Giandomenico, Monia
Veröffentlicht in Optimal financial decision making under uncertainty (2017)

Problems and solutions for integer and combinatorial optimization : building skills in discrete optimization

von Pınar, Mustafa Ç.
Veröffentlicht 2024

The robust Merton problem of an ambiguity averse investor

von Biagini, Sara
Veröffentlicht in Mathematics and financial economics (2017)

On robust portfolio and naïve diversification : mixing ambiguous and unambiguous assets

von Paç, A. Burak
Veröffentlicht in Financial Engineering and Banking Society (International Conference : 6. : 2016 : Malaga) Analytical models for financial modeling and risk management (2018)

Generalized second price auction is optimal for discrete types

von Bayrak, Halil I.
Veröffentlicht in Economics letters (2016)

Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity

von Paç, A. Burak
Veröffentlicht in Top (2014)

Delegated portfolio management under ambiguity aversion

von Fabretti, Annalisa
Veröffentlicht in Operations research letters (2014)

Competitive location and pricing on a line with metric transportation costs

von Arbib, Claudio
Veröffentlicht in European journal of operational research (2020)

The robust network loading problem under hose demand uncertainty : formulation, polyhedral analysis, and computations

von Altin, Aysegül
Veröffentlicht in Institute for Operations Research and the Management Sciences INFORMS journal on computing (2011)

Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming

von Pınar, Mustafa Ç.
Veröffentlicht in European journal of operational research (2010)

Financial valuation of supply chain contracts

von Pinar, Mustafa Ç.
Veröffentlicht in The handbook of integrated risk management in global supply chains (2012)

A model and case study for efficient shelf usage and assortment analysis

von Fadılog̃lu, Mehmet Murat
Veröffentlicht in Annals of operations research (2010)

Codon optimization by 0-1 linear programming

von Arbib, Claudio
Veröffentlicht in Computers & operations research (2020)

Optimal multi-period consumption and investment with short-sale constraints

von Arisoy, Yakup Eser
Veröffentlicht in Finance research letters (2014)

Special issue on non-linear continuous optimization

Veröffentlicht 2016

Editorial: special issue on “Non-linear continuous optimization”

von Burachik, Regina S.
Veröffentlicht in EURO journal on computational optimization (2016)