Optimization Methods in Finance
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23

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Published By Cambridge University Press

9781107056749, 9781107297340, 9781107698895

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Linear Programming Models: Asset–Liability Management

Optimization Methods in Finance ◽

10.1017/9781107297340.004 ◽

2018 ◽

pp. 35-52

Keyword(s):

Linear Programming ◽

Programming Models ◽

Asset Liability Management ◽

Liability Management

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Dynamic Programming: Theory and Algorithms

Optimization Methods in Finance ◽

10.1017/9781107297340.014 ◽

2018 ◽

pp. 212-224

Keyword(s):

Dynamic Programming ◽

Programming Theory

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Sensitivity of Mean–Variance Models to Input Estimation

Optimization Methods in Finance ◽

10.1017/9781107297340.008 ◽

2018 ◽

pp. 124-139

Keyword(s):

Input Estimation ◽

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Nonlinear Programming: Theory and Algorithms

Optimization Methods in Finance ◽

10.1017/9781107297340.021 ◽

2018 ◽

pp. 305-320

Keyword(s):

Nonlinear Programming ◽

Programming Theory

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Overview of Optimization Models

Optimization Methods in Finance ◽

10.1017/9781107297340.002 ◽

2018 ◽

pp. 3-10

Keyword(s):

Optimization Models

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References

Optimization Methods in Finance ◽

10.1017/9781107297340.023 ◽

2018 ◽

pp. 327-333

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Stochastic Programming Models: Risk Measures

Optimization Methods in Finance ◽

10.1017/9781107297340.012 ◽

2018 ◽

pp. 181-194

Keyword(s):

Stochastic Programming ◽

Risk Measures ◽

Programming Models

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Linear Programming Models: Arbitrage and Asset Pricing

Optimization Methods in Finance ◽

10.1017/9781107297340.005 ◽

2018 ◽

pp. 53-68

Keyword(s):

Linear Programming ◽

Asset Pricing ◽

Programming Models

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Multi-Period Models: Simple Examples

Optimization Methods in Finance ◽

10.1017/9781107297340.013 ◽

2018 ◽

pp. 197-211

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Robust Optimization

Optimization Methods in Finance ◽

10.1017/9781107297340.020 ◽

2018 ◽

pp. 289-304

Keyword(s):

Robust Optimization

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