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Contributions to stochastic optimization applied to financial engineering
Egami, Masahiko - 2005
Persistent link: https://www.econbiz.de/10003553296
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Practical financial optimization : decision making for financial engineers
Zenios, Stavros Andrea; Zenios, Stauros Andrea - 2007 - 1. publ.
Persistent link: https://www.econbiz.de/10002795544
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Recent Advances in Financial Engineering 2009 : Proceedings of the KIER-TMU International Workshop on Financial Engineering
Hara, Chiaki - 2010
Intro -- CONTENTS -- Preface -- Program -- Risk Sensitive Investment Management with Affine Processes: A Viscosity Approach M. Davis and S. Lleo -- Keywords: -- 1. Introduction -- 2. Analytical Setting -- 2.1 Overview -- 2.2 Factor Dynamics -- 2.3 Asset Market Dynamics -- 2.4 Portfolio Dynamics...
Persistent link: https://www.econbiz.de/10012689623
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Financial engineering, E-commerce and supply chain
Pardalos, Panos M. (ed.) - 2002
Persistent link: https://www.econbiz.de/10013420687
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Handbook of computational finance
Duan, Jin-Chuan (ed.); Härdle, Wolfgang (ed.);  … - 2012
Persistent link: https://www.econbiz.de/10009380841
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Constrained optimization algorithms for the computation of investable portfolios analytics : evaluation of economic-capital parameters for performance measurement and improvement
Janabi, Mazin A. M. al - In: Studies in economics and finance 40 (2023) 1, pp. 112-137
Persistent link: https://www.econbiz.de/10013503886
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Stochastic liquidity as a proxy for nonlinear price impact
Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin T. - In: Operations research 72 (2024) 2, pp. 444-458
Persistent link: https://www.econbiz.de/10014520747
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Effiziente Risiko- und Ertragsteilung bei Kooperationen in virtuellen Unternehmungen unter Maximierung des Shareholder Value
Wolfersberger, Peter; Carus, Christoph - In: Elektronische Dienstleistungsgesellschaft und Financial …, (pp. 305-329). 1999
Persistent link: https://www.econbiz.de/10001466185
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Computers & operations research : and their applications to problems of world concern ; an international journal
1974-: Oxford [u.a.] : Elsevier; anfangs: Oxford : … - 1.1974 - 40.2013; Vol. 41.2014 -
Persistent link: https://www.econbiz.de/10000353862
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Ein datengetriebenes System auf Basis klinischer Pfade zur Entscheidungsunterstützung für Ressourcenplanung in Krankenhäusern : Prozess-Mining, Optimierung und Simulation
Helbig, Karsten - 2016
; Terminplanung; Operations Research; Wirtschaftsinformatik …
Persistent link: https://www.econbiz.de/10011618612