| 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. |
| Numerical and computational strategies for solving seemingly unrelated regression models
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2010 |
Foschi, Paolo |
| A finite states contraction algorithm for dynamic models
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2010 |
Li, Jenny X. |
| Credit risk assessment using a multicriteria hierarchical discrimination approach
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2010 |
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| 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
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2010 |
Balbás de la Corte, Alejandro |
| The risk profile problem for stock portfolio optimization
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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
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2010 |
Chatrath, Arjun |
| Opportunity cost algorithms for combinatorial auctions
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2010 |
|
| 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
|
2010 |
Turhan-Sayan, Gonul |
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