Shape-based scenario generation using copulas.
- Published in:
- Computational Management Science, 2011, v. 8, n. 1/2, p. 181, doi. 10.1007/s10287-009-0110-y
- By:
- Publication type:
- Article
Works matching IS 1619697X AND DT 2011 AND VI 8 AND IP 1/2
Results: 10
1
2
Dynamic modeling of mean-reverting spreads for statistical arbitrage.
- Published in:
- Computational Management Science, 2011, v. 8, n. 1/2, p. 23, doi. 10.1007/s10287-009-0105-8
- By:
- Publication type:
- Article
3
Preface.
- Published in:
- 2011
- By:
- Publication type:
- Editorial
4
Collective adjustment of pension rights in ALM models.
- Published in:
- Computational Management Science, 2011, v. 8, n. 1/2, p. 137, doi. 10.1007/s10287-009-0111-x
- By:
- Publication type:
- Article
5
Pricing cliquet options by tree methods.
- Published in:
- Computational Management Science, 2011, v. 8, n. 1/2, p. 125, doi. 10.1007/s10287-009-0109-4
- By:
- Publication type:
- Article
6
Mean-variance versus expected utility in dynamic investment analysis.
- Published in:
- Computational Management Science, 2011, v. 8, n. 1/2, p. 3, doi. 10.1007/s10287-009-0106-7
- By:
- Publication type:
- Article
7
Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model.
- Published in:
- Computational Management Science, 2011, v. 8, n. 1/2, p. 103, doi. 10.1007/s10287-009-0103-x
- By:
- Publication type:
- Article
8
Implementing quasi-Monte Carlo simulations with linear transformations.
- Published in:
- Computational Management Science, 2011, v. 8, n. 1/2, p. 51, doi. 10.1007/s10287-009-0104-9
- By:
- Publication type:
- Article
9
Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account.
- Published in:
- Computational Management Science, 2011, v. 8, n. 1/2, p. 75, doi. 10.1007/s10287-009-0108-5
- By:
- Publication type:
- Article
10
Multiobjective optimization using differential evolution for real-world portfolio optimization.
- Published in:
- Computational Management Science, 2011, v. 8, n. 1/2, p. 157, doi. 10.1007/s10287-009-0107-6
- By:
- Publication type:
- Article