Alexander Shapiro : Citation Profile


Are you Alexander Shapiro?

11

H index

13

i10 index

697

Citations

RESEARCH PRODUCTION:

26

Articles

7

Papers

RESEARCH ACTIVITY:

   31 years (1982 - 2013). See details.
   Cites by year: 22
   Journals where Alexander Shapiro has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 11 (1.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psh112
   Updated: 2021-03-01    RAS profile: 2012-12-13    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Alexander Shapiro.

Is cited by:

Ruszczynski, Andrzej (11)

Laeven, Roger (6)

Dentcheva, Darinka (5)

Stadje, Mitja (4)

Bai, Jushan (3)

eskandarzadeh, saman (3)

Wozabal, Nancy (3)

Tasche, Dirk (3)

Xu, Mingxin (3)

Minner, Stefan (3)

Lok, Yen (3)

Cites to:

Ruszczynski, Andrzej (10)

Artzner, Philippe (6)

Acerbi, Carlo (5)

Schied, Alexander (3)

Tasche, Dirk (3)

Diebold, Francis (3)

Brueckner, Jan (3)

Christoffersen, Peter (3)

Ogryczak, Wlodzimierz (3)

Riedel, Frank (2)

Peracchi, Franco (2)

Main data


Where Alexander Shapiro has published?


Journals with more than one article published# docs
Psychometrika8
European Journal of Operational Research5
Statistics & Probability Letters4
Computational Statistics & Data Analysis3

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Risk and Insurance / University Library of Munich, Germany3

Recent works citing Alexander Shapiro (2021 and 2020)


YearTitle of citing document
2021Scalar multivariate risk measures with a single eligible asset. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1807.10694.

Full description at Econpapers || Download paper

2021Time consistency for scalar multivariate risk measures. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1810.04978.

Full description at Econpapers || Download paper

2020Quadratic Hedging and Optimization of Option Exercise Policies in Incomplete Markets and Discrete Time. (2020). Secomandi, Nicola. In: Papers. RePEc:arx:papers:2001.05788.

Full description at Econpapers || Download paper

2020Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures. (2020). Li, Jonathan Yumeng ; Delage, Erick ; Marzban, Saeed . In: Papers. RePEc:arx:papers:2002.02876.

Full description at Econpapers || Download paper

2020Equal risk option pricing with deep reinforcement learning. (2020). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2002.08492.

Full description at Econpapers || Download paper

2021Quantification of Risk in Classical Models of Finance. (2020). Schlotter, Ruben ; Pichler, Alois. In: Papers. RePEc:arx:papers:2004.04397.

Full description at Econpapers || Download paper

2020Proving prediction prudence. (2020). Tasche, Dirk. In: Papers. RePEc:arx:papers:2005.03698.

Full description at Econpapers || Download paper

2020Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives. (2020). Murthy, Karthyek ; Deo, Anand. In: Papers. RePEc:arx:papers:2008.09818.

Full description at Econpapers || Download paper

2020Markov Decision Processes with Recursive Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2010.07220.

Full description at Econpapers || Download paper

2020Robust Forecasting. (2020). Moon, Hyungsik Roger ; Christensen, Timothy ; Schorfheide, Frank. In: Papers. RePEc:arx:papers:2011.03153.

Full description at Econpapers || Download paper

2020Assessing the goodness of fit of logistic regression models in large samples: A modification of the Hosmer‐Lemeshow test. (2020). Lemeshow, Stanley ; Pennell, Michael L ; Nattino, Giovanni. In: Biometrics. RePEc:bla:biomet:v:76:y:2020:i:2:p:549-560.

Full description at Econpapers || Download paper

2020False discovery and its control in low rank estimation. (2020). Chandrasekaran, Venkat ; Shah, Parikshit ; Taeb, Armeen. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:82:y:2020:i:4:p:997-1027.

Full description at Econpapers || Download paper

2020Assessing the cost of the Hazard-Decision simplification in multistage stochastic hydrothermal scheduling. (2020). Velloso, Alexandre ; Lawson, Andre ; Vallado, Davi ; Street, Alexandre. In: Applied Energy. RePEc:eee:appene:v:280:y:2020:i:c:s0306261920313969.

Full description at Econpapers || Download paper

2021Impact of operating uncertainty on the performance of distributed, hybrid, renewable power plants. (2021). Jeppesen, Matthew ; Brear, Michael J ; Ihsan, Abbas. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pb:s0306261920316470.

Full description at Econpapers || Download paper

2020A non-central beta model to forecast and evaluate pandemics time series. (2020). da Silva, Taciana Araujo ; Junior, Jucier Gonalves ; de Sales, Jair Paulino ; Alves, Paulo Renato. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s096007792030607x.

Full description at Econpapers || Download paper

2020Tail Granger causalities and where to find them: Extreme risk spillovers vs spurious linkages. (2020). Lillo, Fabrizio ; Campajola, Carlo ; Zaoli, Silvia ; Mazzarisi, Piero. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301901.

Full description at Econpapers || Download paper

2020Estimation of a multiplicative correlation structure in the large dimensional case. (2020). Hafner, Christian ; Linton, Oliver B ; Tang, Haihan. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:431-470.

Full description at Econpapers || Download paper

2020A new convergent hybrid learning algorithm for two-stage stochastic programs. (2020). Zhou, Shaorui ; Wang, Fan ; Xu, Zhou ; Shi, Ning ; Zhang, Hui. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:1:p:33-46.

Full description at Econpapers || Download paper

2020Mean-variance analysis of the newsvendor problem with price-dependent, isoelastic demand. (2020). Baykal-Gursoy, Melike ; Rubio-Herrero, Javier. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:942-953.

Full description at Econpapers || Download paper

2020Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set. (2020). Sun, Jie ; Ling, Aifan ; Wang, Meihua. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:81-95.

Full description at Econpapers || Download paper

2020A stochastic programming model with endogenous and exogenous uncertainty for reliable network design under random disruption. (2020). Medal, Hugh R ; Bhuiyan, Tanveer Hossain ; Harun, Sarah. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:670-694.

Full description at Econpapers || Download paper

2020Risk neutral reformulation approach to risk averse stochastic programming. (2020). Shapiro, Alexander ; Liu, Rui Peng. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:1:p:21-31.

Full description at Econpapers || Download paper

2020On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty. (2020). Rodriguez-Chia, Antonio M ; Monge, Juan F ; Escudero, Laureano F. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:1:p:262-279.

Full description at Econpapers || Download paper

2020Estimating stochastic production frontiers: A one-stage multivariate semiparametric Bayesian concave regression method. (2020). Morita, Hiroshi ; Chen, Xun C ; Johnson, Andrew L ; Preciado, Jose Luis. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:2:p:699-711.

Full description at Econpapers || Download paper

2020A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract. (2020). Zheng, Qipeng Phil ; Huang, Zhouchun. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:3:p:1036-1051.

Full description at Econpapers || Download paper

2021Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming. (2021). Shapiro, Alexander. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:1-13.

Full description at Econpapers || Download paper

2021Gas storage valuation in incomplete markets. (2021). Wozabal, David ; Lohndorf, Nils. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:1:p:318-330.

Full description at Econpapers || Download paper

2021Accelerating Benders decomposition for short-term hydropower maintenance scheduling. (2021). Anjos, Miguel F ; Rodriguez, Jesus A ; Desaulniers, Guy ; Cote, Pascal . In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:1:p:240-253.

Full description at Econpapers || Download paper

2021Time (in)consistency of multistage distributionally robust inventory models with moment constraints. (2021). Goldberg, David A ; Xin, Linwei. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:3:p:1127-1141.

Full description at Econpapers || Download paper

2021Implementing the branch-and-cut approach for a general purpose Benders’ decomposition framework. (2021). Maher, Stephen J. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:2:p:479-498.

Full description at Econpapers || Download paper

2021An online algorithm for the risk-aware restless bandit. (2021). Chen, Lujie ; Xu, Jianyu ; Tang, OU. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:2:p:622-639.

Full description at Econpapers || Download paper

2020Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Kartsakli, Maria ; Collot, Solene ; Adams, Zeno. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092.

Full description at Econpapers || Download paper

2020Risk-averse real-time dispatch of integrated electricity and heat system using a modified approximate dynamic programming approach. (2020). Yu, Tao ; Pan, Zhenning ; Yang, BO ; Qu, Kaiping ; Li, Jie. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304540.

Full description at Econpapers || Download paper

2020A comparison of some structural models of private information arrival. (2020). Young, Lance ; Hu, Edwin ; Duarte, Jefferson. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:795-815.

Full description at Econpapers || Download paper

2020A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice. (2020). Nickel, Stefan ; Dunke, Fabian ; Bakker, Hannah. In: Omega. RePEc:eee:jomega:v:96:y:2020:i:c:s0305048318314002.

Full description at Econpapers || Download paper

2020Land-use dynamics in a Brazilian agricultural frontier region, 1985-2017. (2020). MIZIARA, FAUSTO ; Fernandes, Luis Rodrigo ; Parente, Leandro Leal ; Lopes, Vanessa Cristina ; Ferreira, Laerte Guimares. In: Land Use Policy. RePEc:eee:lauspo:v:97:y:2020:i:c:s0264837719308919.

Full description at Econpapers || Download paper

2020Cooperative game with nondeterministic returns. (2020). Li, Jianbin ; Yang, Jian. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:88:y:2020:i:c:p:123-140.

Full description at Econpapers || Download paper

2020Robust modeling and planning: Insights from three industrial applications. (2020). Rikun, Alexander ; Marla, Lavanya ; Pratsini, Eleni ; Stauffer, Gautier. In: Operations Research Perspectives. RePEc:eee:oprepe:v:7:y:2020:i:c:s2214716020300403.

Full description at Econpapers || Download paper

2020Designing a green meat supply chain network: A multi-objective approach. (2020). Mohebalizadehgashti, Fatemeh ; Amin, Saman Hassanzadeh ; Zolfagharinia, Hossein. In: International Journal of Production Economics. RePEc:eee:proeco:v:219:y:2020:i:c:p:312-327.

Full description at Econpapers || Download paper

2020A stochastic programming approach for electric vehicle charging station expansion plans. (2020). Usher, John M ; Marufuzzaman, Mohammad ; Nurre, Sarah G ; Quddus, Md Abdul ; Kabli, Mohannad. In: International Journal of Production Economics. RePEc:eee:proeco:v:220:y:2020:i:c:s0925527319302713.

Full description at Econpapers || Download paper

2020A comprehensive description of the Product-Service Systems’ cost estimation process: An integrative review. (2020). Romero, David ; Pinto, Roberto ; Pezzotta, Giuditta ; Rodriguez, Arturo Estrada. In: International Journal of Production Economics. RePEc:eee:proeco:v:221:y:2020:i:c:s0925527319302993.

Full description at Econpapers || Download paper

2020A risk-based optimization framework for integrated supply chains using genetic algorithm and artificial neural networks. (2020). Aqlan, Faisal ; Gholami, Amirhosein ; Nezamoddini, Nasim . In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304128.

Full description at Econpapers || Download paper

2020A multi-attribute utility theory approach to ordering policy for perishable items. (2020). Atan, Zumbul ; Poormoaied, Saeed. In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304220.

Full description at Econpapers || Download paper

2020Behavioral data-driven analysis with Bayesian method for risk management of financial services. (2020). Yu, Min-Teh ; Sun, Edward W. In: International Journal of Production Economics. RePEc:eee:proeco:v:228:y:2020:i:c:s0925527320301250.

Full description at Econpapers || Download paper

2020A Bender’s based nested decomposition algorithm to solve a stochastic inland waterway port management problem considering perishable product. (2020). Marufuzzaman, Mohammad ; Nur, Farjana ; Aghalari, Amin. In: International Journal of Production Economics. RePEc:eee:proeco:v:229:y:2020:i:c:s092552732030222x.

Full description at Econpapers || Download paper

2020Optimal stochastic dynamic scheduling for managing community recovery from natural hazards. (2020). Nozhati, Saeed ; Ellingwood, Bruce R ; Sarkale, Yugandhar. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:193:y:2020:i:c:s0951832018315588.

Full description at Econpapers || Download paper

2020Cooperative co-evolutionary approach to optimize recovery for improving resilience in multi-communities. (2020). Zio, Enrico ; Sansavini, Giovanni ; Valcamonico, Dario. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:197:y:2020:i:c:s0951832019300675.

Full description at Econpapers || Download paper

2021Evaluation of hydro-wind complementarity in the medium-term planning of electrical power systems by joint simulation of periodic streamflow and wind speed time series: A Brazilian case study. (2021). , Daniel ; Daniel, ; Kaviski, Eloy ; Avila, Leandro. In: Renewable Energy. RePEc:eee:renene:v:167:y:2021:i:c:p:685-699.

Full description at Econpapers || Download paper

2020Independence properties of the truncated multivariate elliptical distributions. (2020). Su, Jianxi ; Richards, Donald ; Levine, Michael. In: Statistics & Probability Letters. RePEc:eee:stapro:v:161:y:2020:i:c:s0167715220300328.

Full description at Econpapers || Download paper

2020A generalized measure of dispersion. (2020). Solis-Lemus, Claudia ; Guerrero, Victor M. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220301097.

Full description at Econpapers || Download paper

2020The value of physical distribution flexibility in serving dense and uncertain urban markets. (2020). Winkenbach, Matthias ; Snoeck, Andre. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:136:y:2020:i:c:p:151-177.

Full description at Econpapers || Download paper

2020Integrated strategic and operational planning of dry port container networks in a stochastic environment. (2020). Hicks, Christian ; Dong, Jing-Xin ; Amiri-Aref, Mehdi ; Sarmadi, Kamran. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:139:y:2020:i:c:p:132-164.

Full description at Econpapers || Download paper

2020Optimal supply chain resilience with consideration of failure propagation and repair logistics. (2020). Goldbeck, Nils ; Ochieng, Washington ; Angeloudis, Panagiotis. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519302406.

Full description at Econpapers || Download paper

2020A note on likelihood ratio tests for models with latent variables. (2020). Zhang, H ; Moustaki, Irini ; Chen, Yunxiao. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107490.

Full description at Econpapers || Download paper

2020Managing Wind Power Generation via Indexed Semi-Markov Model and Copula. (2020). Sobolewski, Robert Adam ; Petroni, Filippo ; Masala, Giovanni ; Damico, Guglielmo. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4246-:d:399947.

Full description at Econpapers || Download paper

2020Exploiting Distributional Temporal Difference Learning to Deal with Tail Risk. (2020). Yadav, Nitin ; Huang, Shijie ; Bossaerts, Peter. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:113-:d:434660.

Full description at Econpapers || Download paper

2020A Theory of Quasi-Experimental Evaluation of School Quality. (2020). Narita, Yusuke. In: Working Papers. RePEc:hka:wpaper:2020-085.

Full description at Econpapers || Download paper

2021SDDP.jl : A Julia Package for Stochastic Dual Dynamic Programming. (2021). Kapelevich, Lea ; Dowson, Oscar. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:33:y:2021:i:1:p:27-33.

Full description at Econpapers || Download paper

2021Multilocation Newsvendor Problem: Centralization and Inventory Pooling. (2021). Zhou, Sean X ; Hu, Zhenyu ; Yang, Chaolin. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:185-200.

Full description at Econpapers || Download paper

2020How and When to Use Which Fit Indices? A Practical and Critical Review of the Methodology. (2020). Yaliolu, Duygu Toplu. In: Istanbul Management Journal. RePEc:ist:ibsimj:v:0:y:2020:i:88:p:1-20.

Full description at Econpapers || Download paper

2020A data-driven approach for supply chain network design under uncertainty with consideration of social concerns. (2020). Fattahi, Mohammad. In: Annals of Operations Research. RePEc:spr:annopr:v:288:y:2020:i:1:d:10.1007_s10479-020-03532-9.

Full description at Econpapers || Download paper

2020Performance evaluation of Omni channel distribution network configurations using multi criteria decision making techniques. (2020). Prabhuram, T ; Johnson, Robert R ; Tan, Youchao ; Rajmohan, M. In: Annals of Operations Research. RePEc:spr:annopr:v:288:y:2020:i:1:d:10.1007_s10479-020-03533-8.

Full description at Econpapers || Download paper

2020Modeling and heuristics for production time crashing in supply chain network design. (2020). Liao, YI ; Zhang, Yiqiang ; Alzaman, Chaher ; Diabat, Ali. In: Annals of Operations Research. RePEc:spr:annopr:v:288:y:2020:i:1:d:10.1007_s10479-020-03538-3.

Full description at Econpapers || Download paper

2020Equivalence between time consistency and nested formula. (2020). Gerard, Henri ; Chancelier, Jean-Philippe ; Lara, Michel. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-019-03276-1.

Full description at Econpapers || Download paper

2020A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning. (2020). Diniz, Andre Luiz ; Dias, Debora ; Luis, Cesar ; Elvira, Maria. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:2:d:10.1007_s10479-019-03419-4.

Full description at Econpapers || Download paper

2020Spectral risk measure of holding stocks in the long run. (2020). Szabó, Dávid ; Csóka, Péter ; Szabo, David Zoltan ; Bihary, Zsolt. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:1:d:10.1007_s10479-020-03678-6.

Full description at Econpapers || Download paper

2021Set optimization of set-valued risk measures. (2021). Rocca, Matteo ; Mastrogiacomo, Elisa. In: Annals of Operations Research. RePEc:spr:annopr:v:296:y:2021:i:1:d:10.1007_s10479-020-03541-8.

Full description at Econpapers || Download paper

2020On conditional cuts for stochastic dual dynamic programming. (2020). Warin, X ; Ackooij, W. In: EURO Journal on Computational Optimization. RePEc:spr:eurjco:v:8:y:2020:i:2:d:10.1007_s13675-020-00123-y.

Full description at Econpapers || Download paper

2021Set-valued risk measures as backward stochastic difference inclusions and equations. (2021). Feinstein, Zachary ; Ararat, Ain. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:1:d:10.1007_s00780-020-00445-0.

Full description at Econpapers || Download paper

2020Supplier selection and order allocation in CLSC configuration with various supply strategies under disruption risk. (2020). Rezaei, Shahrbanoo ; Zanganeh, Soudabeh Namdar ; Rafiee, Majid ; Ghalehkhondabi, Iman. In: OPSEARCH. RePEc:spr:opsear:v:57:y:2020:i:3:d:10.1007_s12597-020-00445-w.

Full description at Econpapers || Download paper

2020A Note on Likelihood Ratio Tests for Models with Latent Variables. (2020). Moustaki, Irini ; Chen, Yunxiao ; Zhang, Haoran. In: Psychometrika. RePEc:spr:psycho:v:85:y:2020:i:4:d:10.1007_s11336-020-09735-0.

Full description at Econpapers || Download paper

2020Nonparametric kernel estimation of CVaR under $$\alpha $$α-mixing sequences. (2020). Luo, Zhongde. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:2:d:10.1007_s00362-017-0952-2.

Full description at Econpapers || Download paper

2020Multipurpose Reservoir Operation: a Multi-Scale Tradeoff Analysis between Hydropower Generation and Irrigated Agriculture. (2020). Moreno, Rodrigo ; Medellin-Azuara, Josue ; Olivares, Marcelo A ; Gonzalez, Jose M. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:34:y:2020:i:9:d:10.1007_s11269-020-02586-5.

Full description at Econpapers || Download paper

2020Evaluation of data quality in dimensioning capacity. (2020). Moroff, Nikolas Ulrich ; Vliegen, Lea ; Riehl, Katharina. In: Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL). RePEc:zbw:hiclch:228927.

Full description at Econpapers || Download paper

Works by Alexander Shapiro:


YearTitleTypeCited
2013Uniqueness of Kusuoka Representations In: Papers.
[Full Text][Citation analysis]
paper5
1991Variogram fitting with a general class of conditionally nonnegative definite functions In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article8
1996An integral transform approach to cross-variograms modeling In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article0
2006Simulation-based approach to estimation of latent variable models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article1
2005A stochastic programming approach for supply chain network design under uncertainty In: European Journal of Operational Research.
[Full Text][Citation analysis]
article165
2007Coherent risk measures in inventory problems In: European Journal of Operational Research.
[Full Text][Citation analysis]
article51
2011Analysis of stochastic dual dynamic programming method In: European Journal of Operational Research.
[Full Text][Citation analysis]
article60
2012Minimax and risk averse multistage stochastic programming In: European Journal of Operational Research.
[Full Text][Citation analysis]
article12
2013Risk neutral and risk averse Stochastic Dual Dynamic Programming method In: European Journal of Operational Research.
[Full Text][Citation analysis]
article41
2007Financial prediction with constrained tail risk In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article13
2009Asymptotic normality of test statistics under alternative hypotheses In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]
article2
1990Testing and estimation of equal variances for correlated variables In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2003Scheffes method for constructing simultaneous confidence intervals subject to cone constraints In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
2008Asymptotics of minimax stochastic programs In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article7
1988On the asymptotic bias of estimators under parameter drift In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article0
1999Finding Optimal Material Release Times Using Simulation-Based Optimization In: Management Science.
[Full Text][Citation analysis]
article10
2007Nonparametric estimation of concave production technologies by entropic methods In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article5
2009Normal versus Noncentral Chi-square Asymptotics of Misspecified Models In: MPRA Paper.
[Full Text][Citation analysis]
paper5
2011Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics In: MPRA Paper.
[Full Text][Citation analysis]
paper15
2011Revenue management in resource exchange seller alliances In: MPRA Paper.
[Full Text][Citation analysis]
paper1
1991Invariance of covariance structures under groups of transformations In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]
article3
1982Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis In: Psychometrika.
[Full Text][Citation analysis]
article10
1982Weighted minimum trace factor analysis In: Psychometrika.
[Full Text][Citation analysis]
article6
1982Minimum rank and minimum trace of covariance matrices In: Psychometrika.
[Full Text][Citation analysis]
article4
1983On the investigation of local identifiability: A counterexample In: Psychometrika.
[Full Text][Citation analysis]
article4
1985A note on the asymptotic distribution of the greatest lower bound to reliability In: Psychometrika.
[Full Text][Citation analysis]
article1
1985On the multivariate asymptotic distribution of sequential Chi-square statistics In: Psychometrika.
[Full Text][Citation analysis]
article31
2000The asymptotic bias of minimum trace factor analysis, with applications to the greatest lower bound to reliability In: Psychometrika.
[Full Text][Citation analysis]
article6
2002Statistical inference of minimum rank factor analysis In: Psychometrika.
[Full Text][Citation analysis]
article101
2012Comments on: Stability in linear optimization and related topics. A personal tour In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]
article0
2005Optimization of Convex Risk Functions In: Risk and Insurance.
[Full Text][Citation analysis]
paper81
2005Conditional Risk Mappings In: Risk and Insurance.
[Full Text][Citation analysis]
paper41
2004Optimization of Risk Measures In: Risk and Insurance.
[Full Text][Citation analysis]
paper8

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team