Similar Search Results

Robust portfolio allocation under dixcrete asset choice constraints

Gülpınar, Nalân; Katata, Kabir; Pachamanova, … - In: The journal of asset management 12 (2011/12) 1, pp. 67-83

Persistent link: https://www.econbiz.de/10009127806

Simulation and optimization approaches to scenario tree generation

Gülpınar, Nalân; Rustem, Berç; Settergren, Reuben - In: Journal of economic dynamics & control 28 (2004) 7, pp. 1291-1315

Persistent link: https://www.econbiz.de/10001880805

A robust asset-liability management framework for investment products with guarantees

Gülpınar, Nalân; Pachamanova, Dessislava A.; … - In: OR spectrum : quantitative approaches in management 38 (2016) 4, pp. 1007-1041

Persistent link: https://www.econbiz.de/10011686059

Robust optimization approaches to single period portfolio allocation problem

Gülpınar, Nalân; Hu, Zhezhi - In: Robustness analysis in decision aiding, optimization, …, (pp. 265-283). 2016

Persistent link: https://www.econbiz.de/10011518649

Optimal hedging strategy for risk management on a network

Gao, Tianjiao; Gupta, Aparna; Gülpınar, Nalân; Zhu, Yun - In: Journal of financial stability 16 (2015), pp. 31-44

Persistent link: https://www.econbiz.de/10011574001

Optimal Hedging Strategy for Risk Management on a Network

Gao, Tianjiao - 2015

In this paper, we derive and assess a framework in which a firm's financial environment is an integral part of its hedging decisions. In the framework, the characteristics of firms in the network and their interconnections affect the firm's risk management strategy through impact on contract...

Persistent link: https://www.econbiz.de/10013037647