Financial Optimization
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Published By Cambridge University Press

9780521419055, 9780521577779, 9780511522130
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Some financial optimization models: II Financial engineering

1993 ◽  
pp. 37-71 ◽  
Author(s):  
Henrik Dahl ◽  
Alexander Meeraus ◽  
Stavros A. Zenios
Keyword(s):  
Financial Engineering ◽  
Optimization Models ◽  
Financial Optimization

Some financial optimization models: I Risk management

1993 ◽  
pp. 3-36 ◽  
Author(s):  
Henrik Dahl ◽  
Alexander Meeraus ◽  
Stavros A. Zenios
Keyword(s):  
Risk Management ◽  
Optimization Models ◽  
Financial Optimization

The optimal portfolio system: targeting horizon total returns under varying interest-rate scenarios

1993 ◽  
pp. 136-175 ◽  
Author(s):  
Evdokia Adamidou ◽  
Yosi Ben-Dov ◽  
Lisa Pendergast ◽  
Vincent Pica
Keyword(s):  
Interest Rate ◽  
Optimal Portfolio

Scenario immunization

1993 ◽  
pp. 290-308 ◽  
Author(s):  
Ron S. Dembo
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