Optimal Financial Decision Making under Uncertainty
Editor
- Giorgio Consigli(University of Bergamo)Daniel Kuhn(EPFL)Paolo Brandimarte(Politecnico di Torino)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), 2017. "Optimal Financial Decision Making under Uncertainty," International Series in Operations Research and Management Science, Springer, number 978-3-319-41613-7, April.
Handle: RePEc:spr:isorms:978-3-319-41613-7
DOI: 10.1007/978-3-319-41613-7
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Book Chapters
The following chapters of this book are listed in IDEAS- Zhiping Chen & Giorgio Consigli & Jia Liu & Gang Li & Tianwen Fu & Qianhui Hu, 2017. "Multi-Period Risk Measures and Optimal Investment Policies," International Series in Operations Research & Management Science, in: Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), Optimal Financial Decision Making under Uncertainty, chapter 0, pages 1-34, Springer.
- Leonard MacLean & Yonggan Zhao, 2017. "Asset Price Dynamics: Shocks and Regimes," International Series in Operations Research & Management Science, in: Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), Optimal Financial Decision Making under Uncertainty, chapter 0, pages 35-53, Springer.
- Giuseppe Carlo Calafiore, 2017. "Scenario Optimization Methods in Portfolio Analysis and Design," International Series in Operations Research & Management Science, in: Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), Optimal Financial Decision Making under Uncertainty, chapter 0, pages 55-87, Springer.
- Dessislava Pachamanova & Nalan Gülpınar & Ethem Çanakoğlu, 2017. "Robust Approaches to Pension Fund Asset Liability Management Under Uncertainty," International Series in Operations Research & Management Science, in: Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), Optimal Financial Decision Making under Uncertainty, chapter 0, pages 89-119, Springer.
- Helena Aro & Teemu Pennanen, 2017. "Liability-Driven Investment in Longevity Risk Management," International Series in Operations Research & Management Science, in: Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), Optimal Financial Decision Making under Uncertainty, chapter 0, pages 121-136, Springer.
- Monia Giandomenico & Mustafa Ç. Pınar, 2017. "Pricing Multiple Exercise American Options by Linear Programming," International Series in Operations Research & Management Science, in: Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), Optimal Financial Decision Making under Uncertainty, chapter 0, pages 137-150, Springer.
- John M. Mulvey & Woo Chang Kim & Changle Lin, 2017. "Optimizing a Portfolio of Liquid and Illiquid Assets," International Series in Operations Research & Management Science, in: Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), Optimal Financial Decision Making under Uncertainty, chapter 0, pages 151-175, Springer.
- Michael A. H. Dempster & Elena A. Medova & Yee Sook Yong, 2017. "Stabilizing Implementable Decisions in Dynamic Stochastic Programming," International Series in Operations Research & Management Science, in: Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), Optimal Financial Decision Making under Uncertainty, chapter 0, pages 177-200, Springer.
- László Györfi & György Ottucsák & Harro Walk, 2017. "The Growth Optimal Investment Strategy Is Secure, Too," International Series in Operations Research & Management Science, in: Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), Optimal Financial Decision Making under Uncertainty, chapter 0, pages 201-223, Springer.
- Manfred Gilli & Enrico Schumann, 2017. "Heuristics for Portfolio Selection," International Series in Operations Research & Management Science, in: Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), Optimal Financial Decision Making under Uncertainty, chapter 0, pages 225-253, Springer.
- Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte, 2017. "Optimal Financial Decision Making Under Uncertainty," International Series in Operations Research & Management Science, in: Giorgio Consigli & Daniel Kuhn & Paolo Brandimarte (ed.), Optimal Financial Decision Making under Uncertainty, chapter 0, pages 255-290, Springer.
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