Data-driven optimization in management Giorgio ConsigliAnton Kleywegt Editorial 10 June 2019 Pages: 371 - 374
Sparse precision matrices for minimum variance portfolios Gabriele TorriRosella GiacomettiSandra Paterlini Original Paper 04 February 2019 Pages: 375 - 400
Un-diversifying during crises: Is it a good idea? Margherita GiuzioSandra Paterlini Original Paper 21 December 2018 Pages: 401 - 432
Volatility versus downside risk: performance protection in dynamic portfolio strategies Diana BarroElio CanestrelliGiorgio Consigli Original Paper 23 May 2018 Pages: 433 - 479
The wait-and-judge scenario approach applied to antenna array design Algo CarèSimone GarattiMarco C. Campi Original Paper 27 February 2019 Pages: 481 - 499
Optimized operating rules for short-term hydropower planning in a stochastic environment Alexia MarchandMichel GendreauJonathan Guidi Original Paper 15 March 2019 Pages: 501 - 519
Observational data-based quality assessment of scenario generation for stochastic programs Didem Sarı AySarah M. Ryan Original Paper 13 March 2019 Pages: 521 - 540