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A multistage risk-averse stochastic programming model for personal savings accrual : the evidence from Lithuania
Kabašinskas, Audrius; Maggioni, Francesca; Šutienė, … - 2019
Persistent link: https://www.econbiz.de/10012109495
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Testing the stochastic disorder model on stock markets
Sokko, Anastasiia - In: Essays in behavioural financial markets and asset pricing, (pp. 89-121). 2018
Persistent link: https://www.econbiz.de/10011876059
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Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns
Valladão, Davi; Silva, Thuener; Poggi, Marcus - In: Application of operations research to financial markets, (pp. 379-405). 2019
Persistent link: https://www.econbiz.de/10012160031
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Financial analysis based sectoral portfolio optimization under second order stochastic dominance
Sharma, Amita; Mehra, Aparna; Delgado-Gómez, David - In: Applied mathematical optimization and modelling (APMOD 2014), (pp. 171-197). 2017
Persistent link: https://www.econbiz.de/10011738047
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Optimal execution strategy in liquidity framework under exponential temporary market impact
Benazzoli, Chiara; Di Persio, Luca - In: Handbook of recent advances in commodity and financial …, (pp. 251-265). 2018
Persistent link: https://www.econbiz.de/10011898647
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Optimal multistage defined-benefit pension fund management
Consigli, Giorgio; Moriggia, Vittorio; Benincasa, Elena; … - In: Handbook of recent advances in commodity and financial …, (pp. 267-296). 2018
Persistent link: https://www.econbiz.de/10011898658
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Currency hedging for a multi-national firm
Kallio, Markku; Koivu, Matti; Wang, Rudan - In: Handbook of recent advances in commodity and financial …, (pp. 297-320). 2018
Persistent link: https://www.econbiz.de/10011898659
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Individual optimal pension allocation under stochastic dominance constraints
Kopa, Miloš; Moriggia, Vittorio; Vitali, Sebastiano - In: Advances of OR in commodities and financial modeling, (pp. 255-291). 2018
Persistent link: https://www.econbiz.de/10011871403
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Risk determination for digital currency portfolio optimization based on Gaussian mixture clustering and Barra multi-factor stock selection model
Ma, Zhipeng; Liu, Jian; Xiong, Xiaoxiong; Fang, Mingxin - In: Internet finance and digital economy : advances in …, (pp. 289-316). 2024
Persistent link: https://www.econbiz.de/10014534114
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Rating migration and asset correlation : structured versus corporate portfolios
Van Landschoot, Astrid; Jobst, Norbert - In: The handbook of structured finance, (pp. 217-238). 2007
Persistent link: https://www.econbiz.de/10003727135