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Searching for phrase mean-variance-criterion (changed automatically) with no syntactic query expansion in all metadata.

Publication years (Num. hits)
2006-2021 (10)
Publication types (Num. hits)
article(6) inproceedings(4)
Venues (Conferences, Journals, ...)
CDC(2) ALT(1) GECCO(1) IEEE Syst. J.(1) J. Comput. Appl. Math.(1) J. Syst. Sci. Complex.(1) Math. Program.(1) Oper. Res. Lett.(1) RAIRO Oper. Res.(1)
Authors
Junyi Guo(2) Alexandre de Oliveira(1) Andreas Mitschele(1) Bernd Dammann(1) Bohan Li(1) Danping Li(1) Detlef Seese(1) Eyal Even-Dar(1) Frank Schlottmann(1) Han Qiao(1) Henrik Madsen(1) Hui Zhao(1) Ingo Oesterreicher(1) Jennifer Wortman(1) John Bagterp Jørgensen(1) Junna Bi(1) More (+10 of total 29)
GrowBag graphs for keyword ? (Num. hits/coverage)

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Results
Found 10 publication records. Showing 10 according to the selection in the facets
Hits ?▲ Authors Title Venue Year Link Author keywords
49Ingo Oesterreicher, Andreas Mitschele, Frank Schlottmann, Detlef Seese Comparison of multi-objective evolutionary algorithms in optimizing combinations of reinsurance contracts. Search on Bibsonomy GECCO The full citation details ... 2006 DBLP  DOI  BibTeX  RDF mean-variance-criterion, optimal reinsurance, multi-objective evolutionary algorithm, value-at-risk
31Shabbir Ahmed 0001 Convexity and decomposition of mean-risk stochastic programs. Search on Bibsonomy Math. Program. The full citation details ... 2006 DBLP  DOI  BibTeX  RDF Mean-risk objectives, Computational complexity, Decomposition, Stochastic programming, Cutting plane algorithms
26Bohan Li, Junyi Guo Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion. Search on Bibsonomy RAIRO Oper. Res. The full citation details ... 2021 DBLP  DOI  BibTeX  RDF
26Xingying Yu, Yang Shen, Xiang Li, Kun Fan Portfolio selection with parameter uncertainty under α maxmin mean-variance criterion. Search on Bibsonomy Oper. Res. Lett. The full citation details ... 2020 DBLP  DOI  BibTeX  RDF
26Yongwu Li, Shouyang Wang, Yan Zeng, Han Qiao Equilibrium Investment Strategy for a DC Plan With Partial Information and Mean-Variance Criterion. Search on Bibsonomy IEEE Syst. J. The full citation details ... 2017 DBLP  DOI  BibTeX  RDF
26Danping Li, Ximin Rong, Hui Zhao Time-consistent reinsurance-investment strategy for an insurer and a reinsurer with mean-variance criterion under the CEV model. Search on Bibsonomy J. Comput. Appl. Math. The full citation details ... 2015 DBLP  DOI  BibTeX  RDF
26Leo Emil Sokoler, Bernd Dammann, Henrik Madsen, John Bagterp Jørgensen A mean-variance criterion for economic model predictive control of stochastic linear systems. Search on Bibsonomy CDC The full citation details ... 2014 DBLP  DOI  BibTeX  RDF
26Junna Bi, Junyi Guo, Lihua Bai Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer. Search on Bibsonomy J. Syst. Sci. Complex. The full citation details ... 2011 DBLP  DOI  BibTeX  RDF
26Oswaldo L. V. Costa, Alexandre de Oliveira Optimal control under a mean variance criterion for discrete-time linear systems with Markovian jumps and multiplicative noise. Search on Bibsonomy CDC The full citation details ... 2010 DBLP  DOI  BibTeX  RDF
24Eyal Even-Dar, Michael J. Kearns, Jennifer Wortman Risk-Sensitive Online Learning. Search on Bibsonomy ALT The full citation details ... 2006 DBLP  DOI  BibTeX  RDF
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