Tracking error: a multistage portfolio model.
- Published in:
- Annals of Operations Research, 2009, v. 165, n. 1, p. 47, doi. 10.1007/s10479-007-0308-8
- By:
- Publication type:
- Article
Works matching IS 02545330 AND DT 2009 AND VI 165 AND IP 1
Results: 9
1
2
A simple model of corporate international investment under incomplete information and taxes.
- Published in:
- Annals of Operations Research, 2009, v. 165, n. 1, p. 123, doi. 10.1007/s10479-007-0307-9
- By:
- Publication type:
- Article
3
Risk preference modeling with conditional average: an application to portfolio optimization.
- Published in:
- Annals of Operations Research, 2009, v. 165, n. 1, p. 67, doi. 10.1007/s10479-008-0387-1
- By:
- Publication type:
- Article
4
Moment based approaches to value the risk of contingent claim portfolios.
- Published in:
- Annals of Operations Research, 2009, v. 165, n. 1, p. 97, doi. 10.1007/s10479-007-0306-x
- By:
- Publication type:
- Article
5
Preface.
- Published in:
- 2009
- By:
- Publication type:
- Editorial
6
Asset-liability management for Czech pension funds using stochastic programming.
- Published in:
- Annals of Operations Research, 2009, v. 165, n. 1, p. 5, doi. 10.1007/s10479-008-0358-6
- By:
- Publication type:
- Article
7
The Expected loss in the discretization of multistage stochastic programming problems—estimation and convergence rate.
- Published in:
- Annals of Operations Research, 2009, v. 165, n. 1, p. 29, doi. 10.1007/s10479-008-0355-9
- By:
- Publication type:
- Article
8
Standardized versus customized portfolio: a compensating variation approach.
- Published in:
- Annals of Operations Research, 2009, v. 165, n. 1, p. 161, doi. 10.1007/s10479-008-0447-6
- By:
- Publication type:
- Article
9
Pooling, pricing and trading of risks.
- Published in:
- Annals of Operations Research, 2009, v. 165, n. 1, p. 145, doi. 10.1007/s10479-007-0305-y
- By:
- Publication type:
- Article