Optimal Financial Decision Making under Uncertainty
The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly...
Συγγραφή απο Οργανισμό/Αρχή: | |
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Άλλοι συγγραφείς: | , , |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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Σειρά: | International Series in Operations Research & Management Science,
245 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Multi-period Risk Measures and Optimal Investment Policies
- Asset Price Dynamics: Shocks and Regimes
- Scenario Optimization Methods in Portfolio Analysis and Design
- Robust Approaches to Pension Fund Asset Liability Management under Uncertainty
- Liability-driven Investment in Longevity Risk Management
- Pricing Multiple Exercise American Options by Linear Programming
- Optimizing a Portfolio of Liquid and Illiquid Assets
- Stabilization Implementable Decisions in Dynamic Stochastic Programming
- The Growth Optimal Investment Strategy is Secure, Too
- Heuristics for Portfolio Selection
- Optimal Financial Decision Making under Uncertainty. .