| Notoriously hard (mixed-)binary QPs : empirical evidence on new completely positive approaches
|
2019 |
Bomze, Immanuel M. |
| Robustness analysis of generalized Jackson network
|
2019 |
Berkhout, Joost |
| Multistage portfolio optimization with multivariate dominance constraints
|
2019 |
Petrová, Barbora |
| Optimal strategies with option compensation under mean reverting returns or volatilities
|
2019 |
Herzel, Stefano |
| Simulation and evaluation of the distribution of interest rate risk
|
2019 |
Hagenbjörk, Johan |
| B&B method for discrete partial order optimization
|
2019 |
Norkin, Vladimir I. |
| Large scale extreme risk assessment using copulas : an application to drought events under climate change for Austria
|
2019 |
Hochrainer-Stigler, Stefan |
| A simultaneous perturbation weak derivative estimator for stochastic neural networks
|
2019 |
Flynn, Thomas |
| Editorial: 14th International Conference on Computational Management Science
|
2019 |
Giacometti, Rosella |
| Observational data-based quality assessment of scenario generation for stochastic programs
|
2019 |
Ay, Didem Sarı |
| Exploring the dynamics of business survey data using Markov models
|
2019 |
Hölzl, Werner |
| Arbitrage conditions for electricity markets with production and storage
|
2019 |
Kovacevic, Raimund |
| Timing portfolio strategies with exponential Lévy processes
|
2019 |
Lozza, Sergio Ortobelli |
| Portfolio choice under cumulative prospect theory : sensitivity analysis and an empirical study
|
2019 |
Consigli, Giorgio |
| Identifying systemically important financial institutions : a network approach
|
2019 |
Rovira Kaltwasser, Pablo |
| Tempered stable process, first passage time, and path-dependent option pricing
|
2019 |
Kim, Young Shin |
| On the construction of hourly price forward curves for electricity prices
|
2019 |
Kiesel, Rüdiger |
| Data-driven optimization in management
|
2019 |
Consigli, Giorgio |
| Un-diversifying during crises : is it a good idea?
|
2019 |
Giuzio, Margherita |
| Sparse precision matrices for minimum variance portfolios
|
2019 |
Torri, Gabriele |
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