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| DP12611 Lie Symmetries and Essential Restrictions in Economic Optimization 智库出版物
2018
作者: Eran Yashiv
  收藏 | 浏览/下载：3/0 | 提交时间：2022/09/22
Economic optimization Invariance Lie symmetries Differential equations Consumption and portfolio choice Hara utility Structural econometrics Macroeconomics Finance |
| The Optimal Technological Development Path to Reduce Pollution and Restructure Iron and Steel Industry for Sustainable Transition. 智库出版物
2018
作者: Ren M; Xu X; Ermolieva T; Cao G-Y; Yermoliev Y
Adobe PDF(394Kb) | 收藏 | 浏览/下载：1/0 | 提交时间：2019/06/18
Iron and Steel Industry, Pollution and Emission, Optimal Technological Portfolio, Dynamic Optimization Model |
| Behavioral pricing of energy swing options by stochastic bilevel optimization. 智库出版物
2016
作者: Gross P; Pflug G
Adobe PDF(1574Kb) | 收藏 | 浏览/下载：1/0 | 提交时间：2019/06/18
stochastic bilevel program swing option pricing energy portfolio optimization multistage energy optimization |
| Integrated assessment of crop management portfolios in adapting to climate change in the Marchfeld region. 智库出版物
2011
作者: Strauss F; Fuss S; Szolgayova J; Schmid E; Eder, M; Poechtrager, S
收藏 | 浏览/下载：3/0 | 提交时间：2019/06/18
Climate change Portfolio optimization in agriculture Risk management |
| Optimal irrigation management strategies under weather uncertainty and risk. 智库出版物
2011
作者: Strauss F; Heumesser C; Fuss S; Szolgayova J; Schmid E
收藏 | 浏览/下载：2/0 | 提交时间：2019/06/18
Irrigation management Precipitation uncertainty EPIC Stochastic dynamic programming approach Portfolio Optimization |
| A dynamic CVaR-portfolio approach using real options: An application to energy investments. 智库出版物
2011
作者: Szolgayova J; Fuss S; Khabarov N; Obersteiner M
收藏 | 浏览/下载：0/0 | 提交时间：2019/06/18
Portfolio optimization CVaR Climate change policy Uncertainty Real options Electricity investments |
| DP7686 Improving Portfolio Selection Using Option-Implied Volatility and Skewness 智库出版物
2010
作者: Victor DeMiguel; Yuliya Plyakha; Grigory Vilkov
收藏 | 浏览/下载：0/0 | 提交时间：2022/09/22
Mean-variance Option-implied skewness Option-implied volatility Portfolio optimization Variance risk premium |
| An Integrated CVaR and Real Options Approach to Investments in the Energy Sector. 智库出版物
2007
作者: Fortin I; Fuss S; Hlouskova J; Khabarov N; Obersteiner M; Szolgayova J
收藏 | 浏览/下载：0/0 | 提交时间：2019/06/18
Portfolio optimization CVaR Climate change policy Uncertainty Real options Electricity Investments |
| Insurability of catastrophic risks: The stochastic optimization model. 智库出版物
2000
作者: Ermoliev YM; Ermolieva TY; MacDonald GJ; Norkin VI
收藏 | 浏览/下载：2/0 | 提交时间：2019/06/18
Stochastic Optimization, Catastrophic Risk, Portfolio Selection, Ruin Probability, Nonsmooth Risk Functions, Adaptive Monte Carlo Optimization, Path-Dependent Laws Of Large Numbers, |
| A recursive procedure for selecting optimal portfolio according to the MAD model. 智库出版物
1999
作者: Michalowski W; Ogryczak W
Adobe PDF(2664Kb) | 收藏 | 浏览/下载：1/0 | 提交时间：2019/06/18
Downside risk aversion Linear programming Portfolio optimization |
