1. Data-driven optimization in management

   • Giorgio Consigli
   • Anton Kleywegt

   Editorial 10 June 2019 Pages: 371 - 374

2. Sparse precision matrices for minimum variance portfolios

   • Gabriele Torri
   • Rosella Giacometti
   • Sandra Paterlini

   Original Paper 04 February 2019 Pages: 375 - 400

   

3. Un-diversifying during crises: Is it a good idea?

   • Margherita Giuzio
   • Sandra Paterlini

   Original Paper 21 December 2018 Pages: 401 - 432

   

4. Volatility versus downside risk: performance protection in dynamic portfolio strategies

   • Diana Barro
   • Elio Canestrelli
   • Giorgio Consigli

   Original Paper 23 May 2018 Pages: 433 - 479

   

5. The wait-and-judge scenario approach applied to antenna array design

   • Algo Carè
   • Simone Garatti
   • Marco C. Campi

   Original Paper 27 February 2019 Pages: 481 - 499

   

6. Optimized operating rules for short-term hydropower planning in a stochastic environment

   • Alexia Marchand
   • Michel Gendreau
   • Jonathan Guidi

   Original Paper 15 March 2019 Pages: 501 - 519

   

7. Observational data-based quality assessment of scenario generation for stochastic programs

   • Didem Sarı Ay
   • Sarah M. Ryan

   Original Paper 13 March 2019 Pages: 521 - 540