Found 7 Documents (Results 1–7)
Book review of: G. Cornuéjols et al., Optimization methods in finance. 2nd ed. (English) Zbl 1425.00020
Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming. (English) Zbl 1483.91183
Financial optimization: optimization paradigms and financial planning under uncertainty. (English) Zbl 1317.00009
Path-dependent scenario trees for multistage stochastic programmes in finance. (English) Zbl 1279.91171
Dynamic portfolio management for property and casualty insurance. (English) Zbl 1405.91252
Bertocchi, Marida (ed.) et al., Stochastic optimization methods in finance and energy. New financial products and energy market strategies. Selected papers based on the presentations at the spring school of stochastic programming, Bergamo, Italy, April 10–20, 2007, and the 11th international symposium on stochastic programming (SPXI), Vienna, Austria, August 27–31, 2007. New York, NY: Springer (ISBN 978-1-4419-9585-8/hbk; 978-1-4419-9586-5/ebook). International Series in Operations Research & Management Science 163, 99-124 (2011).
Hedging market and credit risk in corporate bond portfolios. (English) Zbl 1405.91674
Bertocchi, Marida (ed.) et al., Stochastic optimization methods in finance and energy. New financial products and energy market strategies. Selected papers based on the presentations at the spring school of stochastic programming, Bergamo, Italy, April 10–20, 2007, and the 11th international symposium on stochastic programming (SPXI), Vienna, Austria, August 27–31, 2007. New York, NY: Springer (ISBN 978-1-4419-9585-8/hbk; 978-1-4419-9586-5/ebook). International Series in Operations Research & Management Science 163, 73-98 (2011).
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