Alois Pichler
Title
Cited by
Cited by
Year
Multistage stochastic optimization
GC Pflug, A Pichler
Springer International Publishing, 2014
2202014
The 1/N investment strategy is optimal under high model ambiguity
GC Pflug, A Pichler, D Wozabal
Journal of Banking & Finance 36 (2), 410-417, 2012
1902012
Stochastic multi-objective optimization: a survey on non-scalarizing methods
WJ Gutjahr, A Pichler
Annals of Operations Research 236 (2), 475-499, 2016
1242016
A distance for multistage stochastic optimization models
GC Pflug, A Pichler
SIAM Journal on Optimization 22 (1), 1-23, 2012
1222012
Approximations for probability distributions and stochastic optimization problems
GC Pflug, A Pichler
Stochastic optimization methods in finance and energy, 343-387, 2011
862011
Dynamic generation of scenario trees
GC Pflug, A Pichler
Computational Optimization and Applications 62 (3), 641-668, 2015
722015
Time-inconsistent multistage stochastic programs: Martingale bounds
GC Pflug, A Pichler
European Journal of Operational Research 249 (1), 155-163, 2016
52*2016
The natural Banach space for version independent risk measures
A Pichler
Insurance: Mathematics and Economics 53 (2), 405-415, 2013
522013
Stochastic short-term hydropower planning with inflow scenario trees
S Séguin, SE Fleten, P Côté, A Pichler, C Audet
European Journal of Operational Research 259 (3), 1156-1168, 2017
512017
Time-consistent decisions and temporal decomposition of coherent risk functionals
GC Pflug, A Pichler
Mathematics of Operations Research 41 (2), 682-699, 2016
462016
From empirical observations to tree models for stochastic optimization: convergence properties
GC Pflug, A Pichler
SIAM Journal on Optimization 26 (3), 1715-1740, 2016
362016
Evaluations of risk measures for different probability measures
A Pichler
SIAM Journal on Optimization 23 (1), 530-551, 2013
362013
Tree approximation for discrete time stochastic processes: a process distance approach
RM Kovacevic, A Pichler
Annals of operations research 235 (1), 395-421, 2015
282015
Quantitative stability analysis for minimax distributionally robust risk optimization
A Pichler, H Xu
Mathematical Programming, 1-31, 2018
252018
Premiums and reserves, adjusted by distortions
A Pichler
Scandinavian Actuarial Journal 2015 (4), 332-351, 2015
252015
Minimal representation of insurance prices (Uniqueness of Kusuoka representations)
A Pichler, A Shapiro
Insurance: Mathematics and Economics, 2015 62, 184–193, 2012
25*2012
A quantitative comparison of risk measures
A Pichler
Annals of Operations Research 254 (1), 251-275, 2017
232017
Long term oil prices
E Haugom, Ø Mydland, A Pichler
Energy Economics 58, 84-94, 2016
192016
Risk measures in multi-horizon scenario trees
AS Werner, A Pichler, KT Midthun, L Hellemo, A Tomasgard
Handbook of risk management in energy production and trading, 177-201, 2013
192013
Risk aversion in imperfect natural gas markets
R Egging, A Pichler, ØI Kalvø, TM Walle–Hansen
European Journal of Operational Research 259 (1), 367-383, 2017
162017
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