Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science
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Published By Springer International Publishing

9783319416113, 9783319416137

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Multi-Period Risk Measures and Optimal Investment Policies

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-41613-7_1 ◽

2016 ◽

pp. 1-34

Author(s):

Zhiping Chen ◽

Giorgio Consigli ◽

Jia Liu ◽

Gang Li ◽

Tianwen Fu ◽

...

Keyword(s):

Risk Measures ◽

Optimal Investment ◽

Investment Policies

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The Growth Optimal Investment Strategy Is Secure, Too

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-41613-7_9 ◽

2016 ◽

pp. 201-223

Author(s):

László Györfi ◽

György Ottucsák ◽

Harro Walk

Keyword(s):

Optimal Investment ◽

Investment Strategy ◽

Optimal Investment Strategy

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Optimal Financial Decision Making Under Uncertainty

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-41613-7_11 ◽

2016 ◽

pp. 255-290 ◽

Cited By ~ 2

Author(s):

Giorgio Consigli ◽

Daniel Kuhn ◽

Paolo Brandimarte

Keyword(s):

Decision Making ◽

Decision Making Under Uncertainty ◽

Financial Decision Making ◽

Financial Decision

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Robust Approaches to Pension Fund Asset Liability Management Under Uncertainty

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-41613-7_4 ◽

2016 ◽

pp. 89-119 ◽

Cited By ~ 3

Author(s):

Dessislava Pachamanova ◽

Nalan Gülpınar ◽

Ethem Çanakoğlu

Keyword(s):

Pension Fund ◽

Asset Liability Management ◽

Liability Management

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Liability-Driven Investment in Longevity Risk Management

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-41613-7_5 ◽

2016 ◽

pp. 121-136 ◽

Cited By ~ 1

Author(s):

Helena Aro ◽

Teemu Pennanen

Keyword(s):

Risk Management ◽

Longevity Risk

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Heuristics for Portfolio Selection

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-41613-7_10 ◽

2016 ◽

pp. 225-253

Author(s):

Manfred Gilli ◽

Enrico Schumann

Keyword(s):

Portfolio Selection

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Stabilizing Implementable Decisions in Dynamic Stochastic Programming

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-41613-7_8 ◽

2016 ◽

pp. 177-200

Author(s):

Michael A. H. Dempster ◽

Elena A. Medova ◽

Yee Sook Yong

Keyword(s):

Stochastic Programming ◽

Dynamic Stochastic Programming ◽

Dynamic Stochastic

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Pricing Multiple Exercise American Options by Linear Programming

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-41613-7_6 ◽

2016 ◽

pp. 137-150

Author(s):

Monia Giandomenico ◽

Mustafa Ç. Pınar

Keyword(s):

Linear Programming ◽

American Options

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Scenario Optimization Methods in Portfolio Analysis and Design

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-41613-7_3 ◽

2016 ◽

pp. 55-87 ◽

Cited By ~ 1

Author(s):

Giuseppe Carlo Calafiore

Keyword(s):

Optimization Methods ◽

Portfolio Analysis ◽

Analysis And Design ◽

Scenario Optimization

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Optimizing a Portfolio of Liquid and Illiquid Assets

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science ◽

10.1007/978-3-319-41613-7_7 ◽

2016 ◽

pp. 151-175

Author(s):

John M. Mulvey ◽

Woo Chang Kim ◽

Changle Lin

Keyword(s):

Illiquid Assets

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Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management ScienceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Multi-Period Risk Measures and Optimal Investment Policies

The Growth Optimal Investment Strategy Is Secure, Too

Optimal Financial Decision Making Under Uncertainty

Robust Approaches to Pension Fund Asset Liability Management Under Uncertainty

Liability-Driven Investment in Longevity Risk Management

Heuristics for Portfolio Selection

Stabilizing Implementable Decisions in Dynamic Stochastic Programming

Pricing Multiple Exercise American Options by Linear Programming

Scenario Optimization Methods in Portfolio Analysis and Design

Optimizing a Portfolio of Liquid and Illiquid Assets

Optimal Financial Decision Making under Uncertainty - International Series in Operations Research & Management Science
Latest Publications