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Stochastic Modeling in Economics and Finance
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  • 2013Performance Bounds and Suboptimal Policies for Multi-Period Investment60 cited
  • 2008Asset-liability management for Czech pension funds using stochastic programming51 cited
  • 2010Multistage K-Means Clustering for Scenario Tree Construction50 cited
  • 2016Individual optimal pension allocation under stochastic dominance constraints47 cited
  • 2009Operations risk management by optimally planning the qualified workforce capacity37 cited
  • 2013Electric sector investments under technological and policy-related uncertainties: a stochastic programming approach34 cited
  • 2004Assessing policy quality in multi-stage stochastic programming33 cited
  • 2013A multistage stochastic programming approach in project selection and scheduling32 cited
  • 2011Quantitative Method for Updating Cost Contingency throughout Project Execution29 cited
  • 2007Pricing options on scenario trees22 cited
  • 2006Stress Testing via Contamination18 cited
  • 2011A scenario tree approach to multi-period project selection problem using real-option valuation method16 cited
  • 2011Modeling the economic value of the location data of mobile users13 cited
  • 2010Utility Theory1 cited

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  • 2014Time Consistency0 cited