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HMM based scenario generation for an investment optimisation problem
Erlwein, Christina
;
Mitra, Gautam
;
Roman, Diana
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2012
Persistent link: https://www.econbiz.de/10009620486
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Novel approaches for portfolio construction using second order stochastic dominance
Valle, Christiano Arbex
;
Roman, Diana
;
Mitra, Gautam
- In:
Computational Management Science : CMS
14
(
2017
)
2
,
pp. 257-280
Persistent link: https://www.econbiz.de/10011710779
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Valuation of cash flows under random rates of interest : a linear algebraic approach
Date, Paresh
;
Mamon, Rogemar
;
Wang, I. C.
- In:
Insurance / Mathematics & economics
41
(
2007
)
1
,
pp. 84-95
Persistent link: https://www.econbiz.de/10003755674
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