Found: 14
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Optimal chance-constrained pension fund management through dynamic stochastic control.
- Published in:
- OR Spectrum, 2022, v. 44, n. 3, p. 967, doi. 10.1007/s00291-022-00673-0
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- Publication type:
- Article
Financial Optimization: optimization paradigms and financial planning under uncertainty.
- Published in:
- 2015
- By:
- Publication type:
- Editorial
The Predictive Ability of the Bond-Stock Earnings Yield Differential Model.
- Published in:
- Journal of Portfolio Management, 2008, v. 34, n. 3, p. 63, doi. 10.3905/jpm.2008.706245
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- Publication type:
- Article
Interval-based stochastic dominance: theoretical framework and application to portfolio choices.
- Published in:
- Annals of Operations Research, 2021, v. 307, n. 1/2, p. 329, doi. 10.1007/s10479-021-04231-9
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- Publication type:
- Article
Correction to: Preface: Stochastic optimization: theory and applications: Special issue in memory of Marida Bertocchi.
- Published in:
- 2020
- By:
- Publication type:
- Correction Notice
Stochastic optimization: theory and applications: Preface: special issue in memory of Marida Bertocchi.
- Published in:
- Annals of Operations Research, 2020, v. 292, n. 2, p. 575, doi. 10.1007/s10479-020-03672-y
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- Publication type:
- Article
Long-term individual financial planning under stochastic dominance constraints.
- Published in:
- Annals of Operations Research, 2020, v. 292, n. 2, p. 973, doi. 10.1007/s10479-019-03253-8
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- Publication type:
- Article
A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems.
- Published in:
- Annals of Operations Research, 2020, v. 292, n. 2, p. 849, doi. 10.1007/s10479-019-03147-9
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- Publication type:
- Article
Data-driven optimization in management.
- Published in:
- 2019
- By:
- Publication type:
- Editorial
Volatility versus downside risk: performance protection in dynamic portfolio strategies.
- Published in:
- Computational Management Science, 2019, v. 16, n. 3, p. 433, doi. 10.1007/s10287-018-0310-4
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- Publication type:
- Article
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study.
- Published in:
- Computational Management Science, 2019, v. 16, n. 1/2, p. 129, doi. 10.1007/s10287-018-0333-x
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- Publication type:
- Article
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming.
- Published in:
- Computational Management Science, 2018, v. 15, n. 3/4, p. 599, doi. 10.1007/s10287-018-0328-7
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- Publication type:
- Article
A simulation environment for discontinuous portfolio value processes.
- Published in:
- Applied Stochastic Models in Business & Industry, 2001, v. 17, n. 1, p. 41, doi. 10.1002/asmb.430
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- Publication type:
- Article
Scenarios for Multistage Stochastic Programs.
- Published in:
- Annals of Operations Research, 2000, v. 100, n. 1-4, p. 25, doi. 10.1023/a:1019206915174
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- Publication type:
- Article