13 search results - page 2 / 3 » The Minimization of the Risk of Falling in Portfolios under ... |
IMCSIT
2010
13 years 2 months ago
2010
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
CCE
2007
13 years 4 months ago
2007
This work describes a stochastic approach for the optimal placement of sensors in municipal water networks to detect maliciously injected contaminants. The model minimizes the exp...
SIAMJO
2010
12 years 11 months ago
2010
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
DA
2010
13 years 4 months ago
2010
In competitive wholesale electricity markets, regulated load serving entities (LSEs) and marketers with default service contracts have obligations to serve fluctuating load at pre...
ANOR
2005
13 years 4 months ago
2005
This paper discusses decision making of project funding allocation under uncertain project costs. Because project costs are uncertain and funding allocations may not necessarily ma...