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2020 – today
- 2025
[j18]An Chen, Steven Vanduffel, Morten C. Wilke
:
Optimal payoffs under smooth ambiguity. Eur. J. Oper. Res. 320(3): 754-764 (2025)- 2024
- [j17]Carole Bernard, Andrea Perchiazzo, Steven Vanduffel:
Implied value-at-risk and model-free simulation. Ann. Oper. Res. 336(1-2): 925-943 (2024) - [j16]Silvana M. Pesenti, Steven Vanduffel:
Optimal transport divergences induced by scoring functions. Oper. Res. Lett. 57: 107146 (2024) - 2023
- [j15]Carole Bernard, Luca De Gennaro Aquino, Steven Vanduffel:
Optimal multivariate financial decision making. Eur. J. Oper. Res. 307(1): 468-483 (2023) - 2022
- [j14]Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel:
Fair allocation of indivisible goods with minimum inequality or minimum envy. Eur. J. Oper. Res. 297(2): 741-752 (2022) - [j13]Dries Cornilly, Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel:
On some synchronization problems with multiple instances. J. Comput. Appl. Math. 400: 113697 (2022) - 2020
- [j12]Giovanni Puccetti, Ludger Rüschendorf, Steven Vanduffel:
On the computation of Wasserstein barycenters. J. Multivar. Anal. 176 (2020) - [j11]Kris Boudt, Peter J. Rousseeuw, Steven Vanduffel, Tim Verdonck:
The minimum regularized covariance determinant estimator. Stat. Comput. 30(1): 113-128 (2020)
2010 – 2019
- 2019
- [j10]Carole Bernard, Steven Vanduffel, Jiang Ye:
Optimal strategies under Omega ratio. Eur. J. Oper. Res. 275(2): 755-767 (2019) - [j9]Carole Bernard, Rob H. De Staelen, Steven Vanduffel:
Optimal portfolio choice with benchmarks. J. Oper. Res. Soc. 70(10): 1600-1621 (2019) - 2018
- [j8]Kris Boudt, Edgars Jakobsons, Steven Vanduffel:
Block rearranging elements within matrix columns to minimize the variability of the row sums. 4OR 16(1): 31-50 (2018) - [j7]Carole Bernard, Oleg Bondarenko, Steven Vanduffel:
Rearrangement algorithm and maximum entropy. Ann. Oper. Res. 261(1-2): 107-134 (2018) - 2017
- [j6]Steven Vanduffel, Jing Yao:
A stein type lemma for the multivariate generalized hyperbolic distribution. Eur. J. Oper. Res. 261(2): 606-612 (2017) - [j5]Carole Bernard, Ludger Rüschendorf, Steven Vanduffel, Ruodu Wang:
Risk bounds for factor models. Finance Stochastics 21(3): 631-659 (2017) - 2014
- [j4]Carole Bernard, Steven Vanduffel:
Mean-variance optimal portfolios in the presence of a benchmark with applications to fraud detection. Eur. J. Oper. Res. 234(2): 469-480 (2014) - [j3]Carole Bernard, Ludger Rüschendorf, Steven Vanduffel:
Optimal claims with fixed payoff structure. J. Appl. Probab. 51(A): 175-188 (2014) - 2012
- [j2]Bernardo K. Pagnoncelli, Steven Vanduffel:
A provisioning problem with stochastic payments. Eur. J. Oper. Res. 221(2): 445-453 (2012) - [j1]Carole Bernard, Xiao Jiang, Steven Vanduffel:
A Note on 'Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options' by Tankov (2011). J. Appl. Probab. 49(3): 866-875 (2012)
Coauthor Index
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