Determination and estimation of risk aversion coefficients.
- Published in:
- Computational Management Science, 2018, v. 15, n. 2, p. 297, doi. 10.1007/s10287-018-0317-x
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- Publication type:
- Article
Works matching IS 1619697X AND DT 2018 AND VI 15 AND IP 2
Results: 8
1
2
Twenty-five years of applied mathematical programming and modelling.
- Published in:
- Computational Management Science, 2018, v. 15, n. 2, p. 135, doi. 10.1007/s10287-018-0322-0
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- Article
3
Portfolio selection under supply chain predictability.
- Published in:
- Computational Management Science, 2018, v. 15, n. 2, p. 139, doi. 10.1007/s10287-018-0308-y
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- Article
4
Computation of the Delta of European options under stochastic volatility models.
- Published in:
- Computational Management Science, 2018, v. 15, n. 2, p. 213, doi. 10.1007/s10287-018-0316-y
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- Publication type:
- Article
5
Modeling and implementation of local volatility surfaces in Bayesian framework.
- Published in:
- Computational Management Science, 2018, v. 15, n. 2, p. 239, doi. 10.1007/s10287-018-0302-4
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- Publication type:
- Article
6
ALM models based on second order stochastic dominance.
- Published in:
- Computational Management Science, 2018, v. 15, n. 2, p. 187, doi. 10.1007/s10287-018-0299-8
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- Publication type:
- Article
7
Approximation for portfolio optimization in a financial market with shot-noise jumps.
- Published in:
- Computational Management Science, 2018, v. 15, n. 2, p. 161, doi. 10.1007/s10287-017-0294-5
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- Publication type:
- Article
8
Putting a price tag on temperature.
- Published in:
- Computational Management Science, 2018, v. 15, n. 2, p. 259, doi. 10.1007/s10287-017-0291-8
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- Publication type:
- Article