Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science

2011 ◽

pp. 253-271 ◽

Cited By ~ 3

Author(s):

Dimitri Drapkin ◽

Ralf Gollmer ◽

Uwe Gotzes ◽

Frederike Neise ◽

Rüdiger Schultz

Keyword(s):

Risk Management ◽

Stochastic Dominance ◽

Energy Systems ◽

Dispersed Generation

Download Full-text

Structuring Bilateral Energy Contract Portfolios in Competitive Markets

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science ◽

10.1007/978-1-4419-9586-5_10 ◽

2011 ◽

pp. 203-226 ◽

Cited By ~ 2

Author(s):

Antonio Alonso-Ayuso ◽

Nico di Domenica ◽

Laureano F. Escudero ◽

Celeste Pizarro

Keyword(s):

Competitive Markets

Download Full-text

Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science ◽

10.1007/978-1-4419-9586-5_17 ◽

2011 ◽

pp. 427-439 ◽

Cited By ~ 9

Author(s):

René Henrion ◽

Cyrille Strugarek

Keyword(s):

Random Variables ◽

Chance Constraints ◽

Dependent Random Variables

Download Full-text

Hedging Market and Credit Risk in Corporate Bond Portfolios

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science ◽

10.1007/978-1-4419-9586-5_4 ◽

2011 ◽

pp. 73-98 ◽

Cited By ~ 1

Author(s):

Patrizia Beraldi ◽

Giorgio Consigli ◽

Francesco De Simone ◽

Gaetano Iaquinta ◽

Antonio Violi

Keyword(s):

Credit Risk ◽

Corporate Bond ◽

Bond Portfolios

Download Full-text

A Decision Support Model for Weekly Operation of Hydrothermal Systems by Stochastic Nonlinear Optimization

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science ◽

10.1007/978-1-4419-9586-5_7 ◽

2011 ◽

pp. 143-161 ◽

Cited By ~ 1

Author(s):

Andres Ramos ◽

Santiago Cerisola ◽

Jesus M. Latorre ◽

Rafael Bellido ◽

Alejandro Perea ◽

...

Keyword(s):

Decision Support ◽

Nonlinear Optimization ◽

Hydrothermal Systems ◽

Decision Support Model ◽

Support Model

Download Full-text

Dynamic Portfolio Management for Property and Casualty Insurance

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science ◽

10.1007/978-1-4419-9586-5_5 ◽

2011 ◽

pp. 99-124 ◽

Cited By ~ 5

Author(s):

Giorgio Consigli ◽

Massimo di Tria ◽

Michele Gaffo ◽

Gaetano Iaquinta ◽

Vittorio Moriggia ◽

...

Keyword(s):

Portfolio Management ◽

Dynamic Portfolio ◽

Property And Casualty Insurance

Download Full-text

Performance Enhancements for Defined Benefit Pension Plans

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science ◽

10.1007/978-1-4419-9586-5_3 ◽

2011 ◽

pp. 43-71 ◽

Cited By ~ 1

Author(s):

John M. Mulvey ◽

Thomas Bauerfeind ◽

Koray D. Simsek ◽

Mehmet T. Vural

Keyword(s):

Pension Plans ◽

Defined Benefit ◽

Defined Benefit Pension Plans

Download Full-text

Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science ◽

10.1007/978-1-4419-9586-5_8 ◽

2011 ◽

pp. 163-179 ◽

Cited By ~ 2

Author(s):

Rosella Giacometti ◽

Maria Teresa Vespucci ◽

Marida Bertocchi ◽

Giovanni Barone Adesi

Keyword(s):

Stochastic Programming

Download Full-text

Approximations for Probability Distributions and Stochastic Optimization Problems

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science ◽

10.1007/978-1-4419-9586-5_15 ◽

2011 ◽

pp. 343-387 ◽

Cited By ~ 23

Author(s):

Georg Ch. Pflug ◽

Alois Pichler

Keyword(s):

Stochastic Optimization ◽

Optimization Problems ◽

Probability Distributions

Download Full-text

Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science ◽

10.1007/978-1-4419-9586-5_18 ◽

2011 ◽

pp. 441-469 ◽

Cited By ~ 2

Author(s):

Csaba I. Fábián ◽

Gautam Mitra ◽

Diana Roman ◽

Victor Zverovich ◽

Tibor Vajnai ◽

...

Keyword(s):

Portfolio Choice ◽

Stochastic Dominance ◽

Computational Study ◽

Choice Models ◽

Second Order ◽

Order Stochastic Dominance ◽

Second Order Stochastic Dominance

Download Full-text

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science
Latest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation

Structuring Bilateral Energy Contract Portfolios in Competitive Markets

Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae

Hedging Market and Credit Risk in Corporate Bond Portfolios

A Decision Support Model for Weekly Operation of Hydrothermal Systems by Stochastic Nonlinear Optimization

Dynamic Portfolio Management for Property and Casualty Insurance

Performance Enhancements for Defined Benefit Pension Plans

Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming

Approximations for Probability Distributions and Stochastic Optimization Problems

Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study

Export Citation Format

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management ScienceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation

Structuring Bilateral Energy Contract Portfolios in Competitive Markets

Convexity of Chance Constraints with Dependent Random Variables: The Use of Copulae

Hedging Market and Credit Risk in Corporate Bond Portfolios

A Decision Support Model for Weekly Operation of Hydrothermal Systems by Stochastic Nonlinear Optimization

Dynamic Portfolio Management for Property and Casualty Insurance

Performance Enhancements for Defined Benefit Pension Plans

Hedging Electricity Portfolio for a Hydro-energy Producer via Stochastic Programming

Approximations for Probability Distributions and Stochastic Optimization Problems

Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study

Stochastic Optimization Methods in Finance and Energy - International Series in Operations Research & Management Science
Latest Publications