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Theorie
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Nagarajan, Viswanath
6
Végh, László A.
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Capponi, Agostino
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Mathematics of operations research
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1
An equilibrium model for the cross section of liquidity premia
Muhle-Karbe, Johannes
;
Shi, Xiaofei
;
Yang, Chen
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1423-1453
Persistent link: https://www.econbiz.de/10014329292
Saved in:
2
Maximum spectral measures of risk with given risk factor marginal distributions
Ghossoub, Mario
;
Hall, Jesse
;
Saunders, David M.
- In:
Mathematics of operations research
48
(
2023
)
2
,
pp. 1158-1182
Persistent link: https://www.econbiz.de/10014314983
Saved in:
3
Power forward performance in semimartingale markets with stochastic integrated factors
Bo, Lijun
;
Capponi, Agostino
;
Zhou, Chao
- In:
Mathematics of operations research
48
(
2023
)
1
,
pp. 288-312
Persistent link: https://www.econbiz.de/10014312552
Saved in:
4
On capacity-filling and substitutable choice rules
Doğan, Battal
;
Doğan, Serhat
;
Yıldız, Kemal
- In:
Mathematics of operations research
46
(
2021
)
3
,
pp. 856-868
Persistent link: https://www.econbiz.de/10012625649
Saved in:
5
Stabilizing weighted graphs
Koh, Zhuan Khye
;
Sanità, Laura
- In:
Mathematics of operations research
45
(
2020
)
4
,
pp. 1318-1341
Persistent link: https://www.econbiz.de/10012320320
Saved in:
6
Solving nonsmooth and nonconvex compound stochastic programs with applications to risk measure minimization
Liu, Junyi
;
Cui, Ying
;
Pang, Jong-shi
- In:
Mathematics of operations research
47
(
2022
)
4
,
pp. 3051-3083
Persistent link: https://www.econbiz.de/10014311398
Saved in:
7
Inf-convolution, optimal allocations, and model uncertainty for tail risk measures
Liu, Fangda
;
Mao, Tiantian
;
Wang, Ruodu
;
Wei, Linxiao
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 2494-2519
Persistent link: https://www.econbiz.de/10013375081
Saved in:
8
Mean-variance portfolio selection with dynamic targets for expected terminal wealth
He, Xue Dong
;
Jiang, Zhaoli
- In:
Mathematics of operations research
47
(
2022
)
1
,
pp. 587-615
Persistent link: https://www.econbiz.de/10013364907
Saved in:
9
A tale of a principal and many, many agents
Elie, Romuald
;
Mastrolia, Thibaut
;
Possamaï, Dylan
- In:
Mathematics of operations research
44
(
2019
)
2
,
pp. 440-467
Persistent link: https://www.econbiz.de/10012028622
Saved in:
10
Truthfulness of a network resource-sharing protocol
Cheng, Yukun
;
Deng, Xiaotie
;
Qi, Qi
;
Yan, Xiang
- In:
Mathematics of operations research
48
(
2023
)
3
,
pp. 1522-1552
Persistent link: https://www.econbiz.de/10014329344
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