Journal: Comput. Manag. Science

Volume 16, Issue 3

371 -- 374Giorgio Consigli, Anton J. Kleywegt. Data-driven optimization in management
375 -- 400Gabriele Torri, Rosella Giacometti, Sandra Paterlini. Sparse precision matrices for minimum variance portfolios
401 -- 432Margherita Giuzio, Sandra Paterlini. Un-diversifying during crises: Is it a good idea?
433 -- 479Diana Barro, Elio Canestrelli, Giorgio Consigli. Volatility versus downside risk: performance protection in dynamic portfolio strategies
481 -- 499Algo Carè, Simone Garatti, Marco C. Campi. The wait-and-judge scenario approach applied to antenna array design
501 -- 519Alexia Marchand, Michel Gendreau, Marko Blais, Jonathan Guidi. Optimized operating rules for short-term hydropower planning in a stochastic environment
521 -- 540Didem Sari Ay, Sarah M. Ryan. Observational data-based quality assessment of scenario generation for stochastic programs