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A data-driven optimization heuristic for downside risk minimization

Gilli, Manfred (contributor); Kellezi, Evis (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003370505

The Threshold Accepting Heuristic for Index Tracking

Gilli, Manfred; Kellezi, Evis - 2008

We investigate the performance of the threshold accepting heuristic for the index tracking problem. The index tracking problem consists in minimizing the tracking error between a portfolio and a benchmark. The objective is to replicate the performance of a given index upon the condition that the...

Persistent link: https://www.econbiz.de/10014211946

From "The Geneva Papers on Risk and Insurance" to "The Geneva Risk and Insurance Review"

Loubergé, Henri - In: The Geneva risk and insurance review 40 (2015) 2, pp. 97-101

Persistent link: https://www.econbiz.de/10011382118

Tribute to Orio

Loubergé, Henri - In: The Geneva papers on risk and insurance - issues and … 46 (2021) 2, pp. 293-300

Persistent link: https://www.econbiz.de/10012523003

Solving finite difference schemes arising in trivariate option pricing

Gilli, Manfred - In: Journal of economic dynamics & control 26 (2002) 9/10, pp. 1499-1515

Persistent link: https://www.econbiz.de/10001668434

Risk taking in the domain of losses : experiments in several countries

Loubergé, Henri; Outreville, J. François - 2000

Persistent link: https://www.econbiz.de/10001455614

Long term risk management of nuclear waste : a contingent claim analysis

Chesney, Marc; Loubergé, Henri; Villeneuve, Stéphane - 1999

Persistent link: https://www.econbiz.de/10001406743

Optimal catastrophe insurance with uncorrelated catastrophes

Loubergé, Henri; Schlesinger, Harris - 1999 - Version: June 1999

Persistent link: https://www.econbiz.de/10001431070

Risk and insurance economics : 25 years after

Loubergé, Henri - In: The Geneva papers on risk and insurance - issues and … 23 (1998), pp. 540-567

Persistent link: https://www.econbiz.de/10001459699

Risk, information and insurance : essays in the memory of Karl H. Borch

Borch, Karl H. (honouree); Loubergé, Henri (contributor) - 1990

Persistent link: https://www.econbiz.de/10000789998

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