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Publication search results
found 22 matches
- 2010
- Christopher J. Adcock:
Asset pricing and portfolio selection based on the multivariate extended skew-Student-t distribution. Ann. Oper. Res. 176(1): 221-234 (2010) - Moawia Alghalith, Ardeshir J. Dalal:
Introduction to the theory and applications of uncertainty. Ann. Oper. Res. 176(1): 1-5 (2010) - Elie Appelbaum, Parantap Basu:
A new methodology for studying the equity premium. Ann. Oper. Res. 176(1): 109-126 (2010) - P. N. Baecker, G. Grass, U. Hommel:
Business value and risk in the presence of price controls: an option-based analysis of margin squeeze rules in the telecommunications industry. Ann. Oper. Res. 176(1): 311-332 (2010) - Carlos de Lamare Bastian-Pinto, Luiz E. Brandão, Mariana de Lemos Alves:
Valuing the switching flexibility of the ethanol-gas flex fuel car. Ann. Oper. Res. 176(1): 333-348 (2010) - Erhan Bayraktar, Michael Ludkovski:
Inventory management with partially observed nonstationary demand. Ann. Oper. Res. 176(1): 7-39 (2010) - Erhan Bayraktar, Virginia R. Young:
Optimal investment strategy to minimize occupation time. Ann. Oper. Res. 176(1): 389-408 (2010) - Emanuele Borgonovo, Lorenzo A. Peccati:
Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures. Ann. Oper. Res. 176(1): 235-258 (2010) - Robert G. Chambers, John Quiggin:
Cost minimization and the stochastic discount factor. Ann. Oper. Res. 176(1): 349-368 (2010) - Sanjiv R. Das, Paul Hanouna:
Run lengths and liquidity. Ann. Oper. Res. 176(1): 127-152 (2010) - Michel Denuit, Louis Eeckhoudt, Béatrice Rey:
Some consequences of correlation aversion in decision science. Ann. Oper. Res. 176(1): 259-269 (2010) - Robert J. Elliott, Tak Kuen Siu:
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy. Ann. Oper. Res. 176(1): 271-291 (2010) - Frank J. Fabozzi, Dashan Huang, Guofu Zhou:
Robust portfolios: contributions from operations research and finance. Ann. Oper. Res. 176(1): 191-220 (2010) - Thibault Gajdos, John A. Weymark, Claudio Zoli:
Shared destinies and the measurement of social risk equity. Ann. Oper. Res. 176(1): 409-424 (2010) - Salvatore Greco, Benedetto Matarazzo, Roman Slowinski:
Dominance-based Rough Set Approach to decision under uncertainty and time preference. Ann. Oper. Res. 176(1): 41-75 (2010) - Stefanie Kosuch, Abdel Lisser:
Upper bounds for the 0-1 stochastic knapsack problem and a B&B algorithm. Ann. Oper. Res. 176(1): 77-93 (2010) - Subal C. Kumbhakar, Efthymios G. Tsionas:
Estimation of production risk and risk preference function: a nonparametric approach. Ann. Oper. Res. 176(1): 369-378 (2010) - Haim Levy, Moshe Leshno, Boaz Leibovitch:
Economically relevant preferences for all observed epsilon. Ann. Oper. Res. 176(1): 153-178 (2010) - Harry M. Markowitz, Joseph R. Blasi, Douglas L. Kruse:
Employee stock ownership and diversification. Ann. Oper. Res. 176(1): 95-107 (2010) - Jack Meyer:
Representing risk preferences in expected utility based decision models. Ann. Oper. Res. 176(1): 179-190 (2010) - John W. Pratt:
Nondiscrimination and monotonicity in fair division. Ann. Oper. Res. 176(1): 379-387 (2010) - Stoyan V. Stoyanov, Borjana Racheva-Iotova, Svetlozar T. Rachev, Frank J. Fabozzi:
Stochastic models for risk estimation in volatile markets: a survey. Ann. Oper. Res. 176(1): 293-309 (2010)
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