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Tracking error: a multistage portfolio model

JOURNAL ARTICLE published January 2009 in Annals of Operations Research

Authors: Diana Barro | Elio Canestrelli

The efficiency of remanufacturing in a dynamic input–output model

JOURNAL ARTICLE published September 2008 in Central European Journal of Operations Research

Authors: Imre Dobos | Adél Floriska

Optimal life insurance, consumption and portfolio: A dynamic programming approach

PROCEEDINGS ARTICLE published June 2008 in 2008 American Control Conference

Allocation of Control Points in Stochastic Dynamic-Programming Models

JOURNAL ARTICLE published 1 September 1988 in Journal of the Operational Research Society

Authors: Joseph Kreimer | Dimitri Golenko-Ginzburg | Avraham Mehrez

Stochastic Market Model

BOOK CHAPTER published 2002 in International Series in Operations Research & Management Science

Authors: Nikolai Dokuchaev

Asset/liability management under uncertainty for fixed-income securities

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Stavros A. Zenios

A Stochastic Linear Programming Model for Corn Residue Production

JOURNAL ARTICLE published 1 September 1992 in Journal of the Operational Research Society

Authors: Aziz Bouzaher | Susan Offutt

Integrated portfolio management with options

JOURNAL ARTICLE published March 2008 in European Journal of Operational Research

Authors: Gerhard Scheuenstuhl | Rudi Zagst

Dynamic models for fixed-income portfolio management under uncertainty

JOURNAL ARTICLE published August 1998 in Journal of Economic Dynamics and Control

Authors: Stavros A Zenios | Martin R Holmer | Raymond McKendall | Christiana Vassiadou-Zeniou

A dynamic programming model for effect of worker’s type on wage arrears

JOURNAL ARTICLE published March 2017 in Central European Journal of Operations Research

Authors: Wenjing Liu | Ke Liu | Lulu Yang

Dynamic portfolio management under competing representations

JOURNAL ARTICLE published 1 October 2005 in Kybernetes

Authors: Ralf Östermark

Editors: Mourad Oussalah

Gas contract portfolio management: experiments with a stochastic programming approach

BOOK CHAPTER published 9 November 1995 in Models for Energy Policy

USE OF STOCHASTIC DYNAMIC PROGRAMMING FOR OPTIMUM RESERVOIR MANAGEMENT

DISSERTATION published

Authors: Θάνος Τρέζος

General service pricing strategies research based on dynamic stochastic wealth model

PROCEEDINGS ARTICLE published June 2008 in 2008 International Conference on Service Systems and Service Management

A modern two-stage stochastic programming portfolio model for an oil refinery with financial risk management

JOURNAL ARTICLE published 2017 in International Journal of Operational Research

Authors: Patrick Johnson O' | N.A. Driscoll

STOCHASTIC DYNAMIC PROGRAMMING FOR ELECTION TIMING: A GAME THEORY APPROACH

JOURNAL ARTICLE published September 2006 in Asia-Pacific Journal of Operational Research

Authors: DHARMA LESMONO | ELLIOT TONKES

Energy contracts management by stochastic programming techniques

JOURNAL ARTICLE published November 2012 in Annals of Operations Research

Authors: J. Frédéric Bonnans | Zhihao Cen | Thibault Christel

Fast Quadratic Programming for Mean-Variance Portfolio Optimisation

JOURNAL ARTICLE published September 2020 in SN Operations Research Forum

Authors: Vasileios E. Kontosakos

A stochastic programming model for the optimal issuance of government bonds

JOURNAL ARTICLE published March 2012 in Annals of Operations Research

Authors: Andrea Consiglio | Alessandro Staino

Goal programming for financial portfolio management: a state-of-the-art review

JOURNAL ARTICLE published September 2019 in Operational Research

Authors: Cinzia Colapinto | Davide La Torre | Belaid Aouni