11
H index
13
i10 index
697
Citations
| 11 H index 13 i10 index 697 Citations RESEARCH PRODUCTION: 26 Articles 7 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Psychometrika | 8 |
European Journal of Operational Research | 5 |
Statistics & Probability Letters | 4 |
Computational Statistics & Data Analysis | 3 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 3 |
Risk and Insurance / University Library of Munich, Germany | 3 |
Year | Title of citing document |
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2021 | Scalar 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 |
2021 | Time consistency for scalar multivariate risk measures. (2019). Rudloff, Birgit ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:1810.04978. Full description at Econpapers || Download paper |
2020 | Quadratic 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 |
2020 | Equal 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 |
2020 | Equal 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 |
2021 | Quantification 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 |
2020 | Proving prediction prudence. (2020). Tasche, Dirk. In: Papers. RePEc:arx:papers:2005.03698. Full description at Econpapers || Download paper |
2020 | Optimizing 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 |
2020 | Markov Decision Processes with Recursive Risk Measures. (2020). Glauner, Alexander ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2010.07220. Full description at Econpapers || Download paper |
2020 | Robust Forecasting. (2020). Moon, Hyungsik Roger ; Christensen, Timothy ; Schorfheide, Frank. In: Papers. RePEc:arx:papers:2011.03153. Full description at Econpapers || Download paper |
2020 | Assessing the goodness of fit of logistic regression models in large samples: A modification of the Hosmerâ€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 |
2020 | False 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 |
2020 | Assessing 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 |
2021 | Impact 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 |
2020 | A 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 |
2020 | Tail 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 |
2020 | Estimation 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 |
2020 | A 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 |
2020 | Mean-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 |
2020 | Robust 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 |
2020 | A 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 |
2020 | Risk 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 |
2020 | On 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 |
2020 | Estimating 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 |
2020 | A 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 |
2021 | Tutorial 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 |
2021 | Gas 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 |
2021 | Accelerating 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 |
2021 | Time (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 |
2021 | Implementing 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 |
2021 | An 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 |
2020 | Have 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 |
2020 | Risk-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 |
2020 | A 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 |
2020 | A 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 |
2020 | Land-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 |
2020 | Cooperative 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 |
2020 | Robust 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 |
2020 | Designing 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 |
2020 | A 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 |
2020 | A 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 |
2020 | A 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 |
2020 | A 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 |
2020 | Behavioral 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 |
2020 | A 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 |
2020 | Optimal 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 |
2020 | Cooperative 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 |
2021 | Evaluation 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 |
2020 | Independence 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 |
2020 | A 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 |
2020 | The 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 |
2020 | Integrated 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 |
2020 | Optimal 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 |
2020 | A 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 |
2020 | Managing 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 |
2020 | Exploiting 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 |
2020 | A 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 |
2021 | SDDP.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 |
2021 | Multilocation 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 |
2020 | How 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 |
2020 | A 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 |
2020 | Performance 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 |
2020 | Modeling 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 |
2020 | Equivalence 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 |
2020 | A 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 |
2020 | Spectral 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 |
2021 | Set 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 |
2020 | On 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 |
2021 | Set-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 |
2020 | Supplier 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 |
2020 | A 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 |
2020 | Nonparametric 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 |
2020 | Multipurpose 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 |
2020 | Evaluation 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 |
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2006 | Simulation-based approach to estimation of latent variable models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 1 |
2005 | A stochastic programming approach for supply chain network design under uncertainty In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 165 |
2007 | Coherent risk measures in inventory problems In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 51 |
2011 | Analysis of stochastic dual dynamic programming method In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 60 |
2012 | Minimax and risk averse multistage stochastic programming In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 12 |
2013 | Risk neutral and risk averse Stochastic Dual Dynamic Programming method In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 41 |
2007 | Financial prediction with constrained tail risk In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
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2007 | Nonparametric estimation of concave production technologies by entropic methods In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 5 |
2009 | Normal versus Noncentral Chi-square Asymptotics of Misspecified Models In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2011 | Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics In: MPRA Paper. [Full Text][Citation analysis] | paper | 15 |
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1982 | Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis In: Psychometrika. [Full Text][Citation analysis] | article | 10 |
1982 | Weighted minimum trace factor analysis In: Psychometrika. [Full Text][Citation analysis] | article | 6 |
1982 | Minimum rank and minimum trace of covariance matrices In: Psychometrika. [Full Text][Citation analysis] | article | 4 |
1983 | On the investigation of local identifiability: A counterexample In: Psychometrika. [Full Text][Citation analysis] | article | 4 |
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