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...

Πλήρης περιγραφή

Λεπτομέρειες βιβλιογραφικής εγγραφής
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Άλλοι συγγραφείς: Consigli, Giorgio (Επιμελητής έκδοσης), Kuhn, Daniel (Επιμελητής έκδοσης), Brandimarte, Paolo (Επιμελητής έκδοσης)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2017.
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. .