Shortfall as a risk measure: properties, optimization and applications von Bertsimas, Dimitris, Lauprete, Geoffrey J., Samarov, Alexander

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Robust portfolio optimization von LAUPRETE, G. J, SAMAROV, A. M, WELSCH, R. E

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Mathematical programming von Ferris, M, Judd, K, Rustem, B, Govindan, S, Wilson, R, Rincón-Zapatero, J P, Nielsen, S S, Poulsen, R, Gülpinar, N, Settergren, R, Yiu, K.F.C., Athayde, G.M. de, Flôres, Jr., R.G., Bertsimas, D, Lauprete, G J, Samarov, A, Rasmussen, T N, Rutherford, T F, Krueger, D, Kubler, F, Dangl, T, Wirl, F, Doraszelski, U

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Robust Portfolio Optimization von Lauprete, G. J., Samarov, A. M., Welsch, R. E.

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Active portfolio management with benchmarking: Adding a value-at-risk constraint von Alexander, Gordon J., Baptista, Alexandre M.

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A comparison of the original and revised Basel market risk frameworks for regulating bank capital von Alexander, Gordon J., Baptista, Alexandre M., Yan, Shu

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A hybrid approach to the discrepancy in financial performance’s robustness von Arcidiacono, Sally G., Rossello, Damiano

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Preparation and characterization of high-impact polystyrene using different types of polybutadiene von Coutinho, F.M.B, Costa, M.P.M, Guimarães, M.J.O.C, Soares, B.G

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When more is less: Using multiple constraints to reduce tail risk von Alexander, Gordon J., Baptista, Alexandre M., Yan, Shu

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Exhibiting Abnormal Returns Under a Risk Averse Strategy von Konstantinides, Dimitrios G., Zachos, Georgios C.

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Mode choice of older and disabled people: a case study of shopping trips in London von Schmöcker, Jan-Dirk, Quddus, Mohammed A., Noland, Robert B., Bell, Michael G.H.

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Relationships between nanostructure and thermomechanical properties in poly(vinyl alcohol)/montmorillonite nanocomposite with an entrapped polyelectrolyte von Paranhos, Caio M, Dahmouche, Karim, Zaioncz, Soraia, Soares, Bluma G, Pessan, Luiz A

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Portfolio Selection with Robust Estimation von DeMiguel, Victor, Nogales, Francisco J

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On the complexity of optimization over the standard simplex von de Klerk, E., den Hertog, D., Elabwabi, G.

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Multivariate count data models for adoption of new transport modes in an organization-based context von Sfeir, Georges, Abou-Zeid, Maya, Kaysi, Isam

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Immunogenetic profile of multiple sclerosis in Mexicans von Gorodezky, C., Najera, R., Rangel, B.E., Castro, L.E., Flores, J., Velázquez, G., Granados, J., Sotelo, J.

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Understanding Route Switch Behavior: An Analysis Using GPS Based Data von Vacca, Alessandro, Meloni, Italo

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Creutzfeldt-Jakob disease and blood transfusions: A meta-analysis of case-control studies von RIGGS, Jack E, MOUDGIL, Shyam S, HOBBS, Gerald R

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Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation von GENEST, CHRISTIAN, QUESSY, JEAN-FRANÇOIS, RÉMILLARD, BRUNO

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Thermal Properties and Morphology of Compatible Poly(ethylene oxide)/Natural Rubber‐graft‐poly(methyl methacrylate) Blends von Zainal, Nurul F. A., Hein, Margarethe, Abetz, Volker, Ali, Ab M. M., Chan, Chin H.

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