| Scenario specification for robust portfolio analysis
|
2010 |
Rustem, Berç |
| A global optimization heuristic for portfolio choice with VaR and expected shortfall
|
2010 |
Gilli, Manfred |
| Borrowing constraints, portfolio choice, and precautionary motives
|
2010 |
Chaliasos, Michaēl |
| A scenario-based heuristic for a capacitated transportation-inventory problem with stochastic demands
|
2010 |
Chaovalitwongse, Paveena |
| Automatic differentiation for computational finance
|
2010 |
Bischof, Christian H. |
| Interest rate barrier options
|
2010 |
Barone-Adesi, Giovanni |
| Traffic network equilibrium and the environment : a multicriteria decision-making perspective
|
2010 |
Nagurney, Anna |
| Multi-period optimal asset allocation for a multi-currency hedged portfolio
|
2010 |
Mignacca, Domenico |
| A multistage stochastic optimization model for the cash management problem
|
2010 |
Schmid, Olivier |
| A review of perturbative approaches for robust optimal portfolio problems
|
2010 |
Trojani, Fabio |
| A review of stock market prediction using computational methods
|
2010 |
Diakoulakis, I. E. |
| Numerical and computational strategies for solving seemingly unrelated regression models
|
2010 |
Foschi, Paolo |
| A finite states contraction algorithm for dynamic models
|
2010 |
Li, Jenny X. |
| Credit risk assessment using a multicriteria hierarchical discrimination approach
|
2010 |
|
| Rebalancing strategies for long-term investors
|
2010 |
Mulvey, John M. |
| A linear matrix inequalities approach to robust mean-semivariance portfolio optimization
|
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
|
2010 |
Rogers, Leonard C. G. |
| Simulations for hedging financial contracts with optimal decisions
|
2010 |
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