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3 results 1
Postprint
Consortium of Swiss Academic Libraries

Computational aspects of prospect theory with asset pricing applications

De Giorgi, Enrico ; Hens, Thorsten ; Mayer, János

In: Computational Economics, 2007, vol. 29, no. 3-4, p. 267-281

Postprint
Consortium of Swiss Academic Libraries

Computational aspects of minimizing conditional value-at-risk

Künzi-Bay, Alexandra ; Mayer, János

In: Computational Management Science, 2006, vol. 3, no. 1, p. 3-27

Postprint
Consortium of Swiss Academic Libraries

Some insights into the solution algorithms for SLP problems

Kall, Peter ; Mayer, János

In: Annals of Operations Research, 2006, vol. 142, no. 1, p. 147-164

3 results 1