In this study, an interval-parameter multi-stage stochastic linear programming (IMSLP)
method has been developed for water resources decision making under uncertainty. The …

This paper deals with a multi-period portfolio selection problem with fuzzy returns. A
possibilistic mean-semivariance-entropy model for multi-period portfolio selection is …

This paper investigates how organization should design their supply chains (SCs) and use
risk mitigation strategies to meet different performance objectives. To do this, we develop …

This paper considers a multiperiod fuzzy portfolio selection problem maximizing the terminal
wealth imposed by risk control, in which the returns of assets are characterized by …

In this paper, three approaches are presented for generating scenario trees for financial
portfolio problems. These are based on simulation, optimization and hybrid simulation …

In this paper, we present a model for portfolio selection, characterized on the basis of three
parameters: the expected value, semivariance, and Conditional Value-at-Risk (CVaR) at a …

In this paper, we extend the multi-period mean–variance optimization framework to worst-
case design with multiple rival return and risk scenarios. Our approach involves a min–max …

One of the primary concerns in investment planning is to determine the number of shares for
asset with relatively high net value of share such as Berkshire Hathaway on Stock market …

To comprehensively reflect the heteroscedasticity, nonlinear dependence and heavy-tailed
distributions of stock returns while reducing the huge cost of parameter estimation, we use …

This paper presents a panoramic view of research on economic and financial networks in
the journal Networks, since its inception half a century ago. This paper focuses on both the …