Financial planning via multi-stage stochastic optimization

Investment Under Uncertainty.

Eduardo S. Schwartz, Avinash Dixit, Robert S. Pindyck · The Journal of Finance · 1994 · 9.9K citations

Business, Business Economics, Economics +16

Decisions with Multiple Objectives: Preferences and Value Tradeoffs.

Journal of the Operational Research Society · 1994 · 8.5K citations

Business, Decision Sciences, Economics +14

Portfolio Selection: Efficient Diversification of Investments

Alan Stuart, Harry M. Markowitz · OR · 1959 · 5.6K citations

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Portfolio Selection: Efficient Diversification of Investments.

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Scenarios and Policy Aggregation in Optimization Under Uncertainty

R. T. Rockafellar, Roger J.‐B. Wets · Mathematics of Operations Research · 1991 · 1.3K citations · Full text

Business, Decision Sciences, Decision Analysis +14