Rebalancing strategies for long-term investors
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2010 |
Mulvey, John M. |
A linear matrix inequalities approach to robust mean-semivariance portfolio optimization
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2010 |
Costa, Oswaldo L. V. |
Maxim portfolios in models where immunization is not feasible
|
2010 |
Balbás de la Corte, Alejandro |
The risk profile problem for stock portfolio optimization
|
2010 |
Kao, Ming-Yang |
Utility maximisation with a time lag in trading
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2010 |
Rogers, Leonard C. G. |
Simulations for hedging financial contracts with optimal decisions
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2010 |
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Pricing American put options by fast solutions of the linear complementarity problem
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2010 |
Borici, Artan |
In search of deterministic complex patterns in commodity prices
|
2010 |
Chatrath, Arjun |
Opportunity cost algorithms for combinatorial auctions
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2010 |
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Genetic programming with syntactic restrictions applied to financial volatility forecasting
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2010 |
Zumbach, Gilles O. |
Multistage stochastic programming in computational finance
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2010 |
Gulpinar, Nalan |
Hedging with Monte Carlo simulation
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2010 |
Cvitanić, Jakša |
Use of time-frequency representations in the analysis of stock market data
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2010 |
Turhan-Sayan, Gonul |
Mathematical model of technology diffusion in developing countries
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2010 |
Zhang, Ding |
Estimation of stochastic volatility models
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2010 |
Bartolucci, Francesco |
Simulation-based tests of PTM
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2010 |
Khalaf, Lynda |
Multi-period optimal asset allocation for a multi-currency hedged portfolio
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2010 |
Mignacca, Domenico |
A multistage stochastic optimization model for the cash management problem
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2010 |
Schmid, Olivier |
A review of perturbative approaches for robust optimal portfolio problems
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2010 |
Trojani, Fabio |
A review of stock market prediction using computational methods
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2010 |
Diakoulakis, I. E. |