Lorenzo Reus

Publication Activity (10 Years)

Years Active: 2016-2018
Publications (10 Years): 3

Top Topics

Stochastic Domains

External Events

Inherent Uncertainty

Asset Allocation

Top Venues

Eur. J. Oper. Res.

Publications

Lorenzo Reus, Mathias Belbèze, Hans Feddersen, Enrique Rubio
Extraction Planning Under Capacity Uncertainty at the Chuquicamata Underground Mine. Interfaces 48 (6) (2018)
Marcelo J. Villena, Lorenzo Reus
On the strategic behavior of large investors: A mean-variance portfolio approach. Eur. J. Oper. Res. 254 (2) (2016)
Lorenzo Reus, John M. Mulvey
Dynamic allocations for currency futures under switching regimes signals. Eur. J. Oper. Res. 253 (1) (2016)