Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science
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Published By Springer International Publishing

9783319613185, 9783319613208

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Optimal Multistage Defined-Benefit Pension Fund Management

Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-61320-8_13 ◽

2017 ◽

pp. 267-296 ◽

Cited By ~ 3

Author(s):

Giorgio Consigli ◽

Vittorio Moriggia ◽

Elena Benincasa ◽

Giacomo Landoni ◽

Filomena Petronio ◽

...

Keyword(s):

Pension Fund ◽

Defined Benefit ◽

Fund Management ◽

Pension Fund Management

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Drivers of LBO Operating Performance: An Empirical Investigation in Asia

Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-61320-8_3 ◽

2017 ◽

pp. 41-67

Author(s):

Aurélie Sannajust ◽

Alain Chevalier

Keyword(s):

Empirical Investigation ◽

Operating Performance

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Directional Returns for Gold and Silver: A Cluster Analysis Approach

Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-61320-8_1 ◽

2017 ◽

pp. 3-16

Author(s):

A. G. Malliaris ◽

Mary Malliaris

Keyword(s):

Cluster Analysis ◽

Analysis Approach

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VIX Computation Based on Affine Stochastic Volatility Models in Discrete Time

Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-61320-8_7 ◽

2017 ◽

pp. 141-164

Author(s):

A. Hitaj ◽

L. Mercuri ◽

E. Rroji

Keyword(s):

Stochastic Volatility ◽

Discrete Time ◽

Stochastic Volatility Models ◽

Volatility Models

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Measuring Model Risk in the European Energy Exchange

Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-61320-8_5 ◽

2017 ◽

pp. 89-110 ◽

Cited By ~ 1

Author(s):

Angelica Gianfreda ◽

Giacomo Scandolo

Keyword(s):

Energy Exchange ◽

Model Risk

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Portfolio Optimization Using Modified Herfindahl Constraint

Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-61320-8_10 ◽

2017 ◽

pp. 211-239

Author(s):

Asmerilda Hitaj ◽

Giovanni Zambruno

Keyword(s):

Portfolio Optimization

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Impact of Credit Risk and Business Cycles on Momentum Returns

Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-61320-8_2 ◽

2017 ◽

pp. 17-39

Author(s):

Sirajum Munira Sarwar ◽

Sharon Xiaowen Lin ◽

Yaz Gülnur Muradoǧlu

Keyword(s):

Business Cycles ◽

Credit Risk

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Time Varying Correlation: A Key Indicator in Finance

Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-61320-8_4 ◽

2017 ◽

pp. 69-87

Author(s):

Rita L. D’Ecclesia ◽

Denis Kondi

Keyword(s):

Time Varying ◽

Key Indicator

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Wine Futures: Pricing and Allocation as Levers Against Quality Uncertainty

Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-61320-8_6 ◽

2017 ◽

pp. 113-139

Author(s):

Tim Noparumpa ◽

Burak Kazaz ◽

Scott Webster

Keyword(s):

Quality Uncertainty ◽

Futures Pricing

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Optimal Adaptive Sequential Calibration of Option Models

Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-61320-8_8 ◽

2017 ◽

pp. 165-181

Author(s):

Erik Lindström ◽

Carl Åkerlindh

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Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management ScienceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Optimal Multistage Defined-Benefit Pension Fund Management

Drivers of LBO Operating Performance: An Empirical Investigation in Asia

Directional Returns for Gold and Silver: A Cluster Analysis Approach

VIX Computation Based on Affine Stochastic Volatility Models in Discrete Time

Measuring Model Risk in the European Energy Exchange

Portfolio Optimization Using Modified Herfindahl Constraint

Impact of Credit Risk and Business Cycles on Momentum Returns

Time Varying Correlation: A Key Indicator in Finance

Wine Futures: Pricing and Allocation as Levers Against Quality Uncertainty

Optimal Adaptive Sequential Calibration of Option Models

Handbook of Recent Advances in Commodity and Financial Modeling - International Series in Operations Research & Management Science
Latest Publications