Geodesic

Tome 54 (2018) no. 6

Sommaire

Special Issue: Mathematical Methods in Economy and Industry 2017
p. 1105
Structural breaks in dependent, heteroscedastic, and extremal panel data
p. 1106-1121
Change point detection in vector autoregression
p. 1122-1137
Robust recursive estimation of GARCH models
p. 1138-1155
On quantile optimization problem based on information from censored data
p. 1156-1166
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization
p. 1167-1183
Multistage multivariate nested distance: An empirical analysis
p. 1184-1200
Chance constrained optimal beam design: Convex reformulation and probabilistic robust design
p. 1201-1217
Risk-sensitive average optimality in Markov decision processes
p. 1218-1230
Stochastic optimization problems with second order stochastic dominance constraints via Wasserstein metric
p. 1231-1246
An asset – liability management stochastic program of a leasing company
p. 1247-1263
Multivariate stochastic dominance for multivariate normal distribution
p. 1264-1283