Shared destinies and the measurement of social risk equity.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 409, doi. 10.1007/s10479-009-0588-2
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- Publication type:
- Article
Works matching IS 02545330 AND DT 2010 AND VI 176 AND IP 1
Results: 22
1
2
Cost minimization and the stochastic discount factor.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 349, doi. 10.1007/s10479-008-0469-0
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- Publication type:
- Article
3
A new methodology for studying the equity premium.
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- Annals of Operations Research, 2010, v. 176, n. 1, p. 109, doi. 10.1007/s10479-008-0484-1
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- Article
4
Nondiscrimination and monotonicity in fair division.
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- Annals of Operations Research, 2010, v. 176, n. 1, p. 379, doi. 10.1007/s10479-009-0541-4
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- Article
5
Asset pricing and portfolio selection based on the multivariate extended skew-Student- t distribution.
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- Annals of Operations Research, 2010, v. 176, n. 1, p. 221, doi. 10.1007/s10479-009-0586-4
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- Publication type:
- Article
6
Some consequences of correlation aversion in decision science.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 259, doi. 10.1007/s10479-008-0446-7
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- Publication type:
- Article
7
Introduction to the theory and applications of uncertainty.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 1, doi. 10.1007/s10479-009-0629-x
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- Publication type:
- Article
8
Business value and risk in the presence of price controls: an option-based analysis of margin squeeze rules in the telecommunications industry.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 311, doi. 10.1007/s10479-009-0543-2
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- Publication type:
- Article
9
Employee stock ownership and diversification.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 95, doi. 10.1007/s10479-009-0544-1
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- Publication type:
- Article
10
Upper bounds for the 0-1 stochastic knapsack problem and a B&B algorithm.
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- Annals of Operations Research, 2010, v. 176, n. 1, p. 77, doi. 10.1007/s10479-009-0577-5
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- Publication type:
- Article
11
Dominance-based Rough Set Approach to decision under uncertainty and time preference.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 41, doi. 10.1007/s10479-009-0566-8
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- Publication type:
- Article
12
Run lengths and liquidity.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 127, doi. 10.1007/s10479-008-0508-x
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- Publication type:
- Article
13
Representing risk preferences in expected utility based decision models.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 179, doi. 10.1007/s10479-008-0381-7
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- Publication type:
- Article
14
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 271, doi. 10.1007/s10479-008-0448-5
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- Publication type:
- Article
15
Optimal investment strategy to minimize occupation time.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 389, doi. 10.1007/s10479-008-0467-2
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- Publication type:
- Article
16
Stochastic models for risk estimation in volatile markets: a survey.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 293, doi. 10.1007/s10479-008-0468-1
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- Publication type:
- Article
17
Estimation of production risk and risk preference function: a nonparametric approach.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 369, doi. 10.1007/s10479-008-0472-5
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- Publication type:
- Article
18
Economically relevant preferences for all observed epsilon.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 153, doi. 10.1007/s10479-008-0470-7
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- Publication type:
- Article
19
Moment calculations for piecewise-defined functions: an application to stochastic optimization with coherent risk measures.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 235, doi. 10.1007/s10479-008-0504-1
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- Publication type:
- Article
20
Robust portfolios: contributions from operations research and finance.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 191, doi. 10.1007/s10479-009-0515-6
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- Publication type:
- Article
21
Valuing the switching flexibility of the ethanol-gas flex fuel car.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 333, doi. 10.1007/s10479-009-0514-7
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- Publication type:
- Article
22
Inventory management with partially observed nonstationary demand.
- Published in:
- Annals of Operations Research, 2010, v. 176, n. 1, p. 7, doi. 10.1007/s10479-009-0513-8
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- Publication type:
- Article