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A stochastic approach to hierarchical planning and scheduling

Dempster, Michael A. H. - 1984 - Reprint

Persistent link: https://www.econbiz.de/10000717048

The expected value of perfect information in the optimal evolution of stochastic systems

Dempster, Michael A. H. - 1983 - Reprint

Persistent link: https://www.econbiz.de/10000717051

A wavelet optimised method for financial derivatives

Carton de Wiart, Benjamin (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003442798

Empirical copulas for CDO tranche priding using relaltive entropy

Dempster, Michael A. H. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003442804

Growing wealth with fixed-mix strategies

Dempster, Michael A. H.; Evstigneev, Igor V.; … - 2009

This chapter surveys theoretical research on the long-term performance of fixed-mix investment strategies. These self-financing strategies rebalance the portfolio over time so as to keep constant the proportions of wealth invested in various assets. The main result is that wealth can be grown...