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How good are default investment policies in defined contribution pension plans?
Duque, Daniel; Morton, David P.; Pagnoncelli, Bernardo K. - In: Journal of pension economics and finance : JPEF 20 (2021) 2, pp. 252-272
Persistent link: https://www.econbiz.de/10012505367
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Partially observable multistage stochastic programming
Dowson, Oscar; Morton, David P.; Pagnoncelli, Bernardo K. - In: Operations research letters 48 (2020) 4, pp. 505-512
Persistent link: https://www.econbiz.de/10012294817
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Assessing policy quality in a multistage stochastic program for long-term hydrothermal scheduling
Matos, Vitor L. de; Morton, David P.; Finardi, Erlon C. - In: Logistics, optimization and transportation - in memory …, (pp. 713-731). 2017
Persistent link: https://www.econbiz.de/10011673819
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A Bayesian Stochastic Programming Approach to an Employee Scheduling Problem
Morton, David P.; Popova, Elmira - In: IIE transactions / Institute of Industrial Engineers, … 36 (2004) 2, pp. 155-168
Persistent link: https://www.econbiz.de/10006166979
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Efficient fund of hedge funds construction under downside risk measures
Morton, David P.; Popova, Elmira; Popova, Ivilina - In: Journal of banking & finance 30 (2006) 2, pp. 503-518
Persistent link: https://www.econbiz.de/10005878630
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A Sequential Sampling Procedure for Stochastic Programming
Bayraksan, Güzin; Morton, David P. - In: Operations research : the journal of the Operations … 59 (2011) 4, pp. 898-914
Persistent link: https://www.econbiz.de/10009290786
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Efficient portfolios computed with moment-based bounds
Morton, David P.; Dokov, Steftcho; Popova, Ivilina - In: Finance research letters 51 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014291616