Long-term individual financial planning under stochastic dominance constraints

von Consigli, Giorgio
Veröffentlicht in Stochastic optimization: theory and applications (2020)

Optimal pension fund composition for an Italian private pension plan sponsor

von Vitali, Sebastiano
Veröffentlicht in Computational Management Science (2017)

Individual optimal pension allocation under stochastic dominance constraints

von Kopa, Miloš
Veröffentlicht in EURO Working Group Commodities and Financial Modelling (55. : 2015 : Ankara) Advances of OR in commodities and financial modeling (2018)

Pension fund management with hedging derivatives, stochastic dominance and nodal contamination

von Moriggia, Vittorio
Veröffentlicht in Omega (2019)

Price and market risk reduction for bond portfolio selection in BRICS markets

von Ortobelli Lozza, Sergio
Veröffentlicht in Investment management and financial innovations (2018)

The pricing of convertible bonds in the presence of structured conversion clauses : the case of Cashes

von Bertocchi, Marida
Veröffentlicht in International journal of financial engineering and risk management (2015)

Optimal insurance portfolio risk-adjusted performance through dynamic stochastic programming

von Consigli, Giorgio
Veröffentlicht in Computational Management Science (2018)

Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints

von Domínguez, Ruth
Veröffentlicht in Energy economics (2021)

Portfolio selection strategy for fixed income markets with immunization on average

von Ortobelli, Sergio
Veröffentlicht in EURO Working Group Commodities and Financial Modelling (55. : 2015 : Ankara) Advances of OR in commodities and financial modeling (2018)

Implied volantility and state price density estimation : arbitrage analysis

von Kopa, Miloš
Veröffentlicht in Computational Management Science (2017)

A conservative discontinuous target volatility strategy

von Cirelli, Simone
Veröffentlicht in Investment management and financial innovations (2017)

Optimal multistage defined-benefit pension fund management

von Consigli, Giorgio
Veröffentlicht in Handbook of recent advances in commodity and financial modeling (2018)