Value-at-Risk optimization using the difference of convex algorithm.
- Published in:
- OR Spectrum, 2012, v. 34, n. 4, p. 861, doi. 10.1007/s00291-010-0225-0
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- Publication type:
- Article
Works matching IS 01716468 AND DT 2012 AND VI 34 AND IP 4
Results: 9
1
2
DEA based models for reallocations of police personnel.
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- OR Spectrum, 2012, v. 34, n. 4, p. 921, doi. 10.1007/s00291-011-0243-6
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- Publication type:
- Article
3
Trade-off analysis approach for interactive nonlinear multiobjective optimization.
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- OR Spectrum, 2012, v. 34, n. 4, p. 803, doi. 10.1007/s00291-011-0266-z
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- Publication type:
- Article
4
A synchronous reference point-based interactive method for stochastic multiobjective programming.
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- OR Spectrum, 2012, v. 34, n. 4, p. 763, doi. 10.1007/s00291-011-0236-5
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- Article
5
The shape of the utility or value function in stochastic multicriteria acceptability analysis.
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- OR Spectrum, 2012, v. 34, n. 4, p. 785, doi. 10.1007/s00291-011-0244-5
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- Publication type:
- Article
6
DEA based on strongly efficient and inefficient frontiers and its application on port efficiency measurement.
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- OR Spectrum, 2012, v. 34, n. 4, p. 943, doi. 10.1007/s00291-011-0263-2
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- Publication type:
- Article
7
Trapezoidal fuzzy DEMATEL method to analyze and correct for relations between variables in a composite indicator for disaster resilience.
- Published in:
- OR Spectrum, 2012, v. 34, n. 4, p. 971, doi. 10.1007/s00291-011-0269-9
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- Publication type:
- Article
8
Tail nonlinearly transformed risk measure and its application.
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- OR Spectrum, 2012, v. 34, n. 4, p. 817, doi. 10.1007/s00291-011-0271-2
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- Publication type:
- Article
9
Dynamic portfolio optimization under multi-factor model in stochastic markets.
- Published in:
- OR Spectrum, 2012, v. 34, n. 4, p. 885, doi. 10.1007/s00291-012-0286-3
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- Publication type:
- Article