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Pflug, Georg
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Natural computing in computational finance ; [the inspiration for this book stemmed from the success of EvoFin 2007, the first European Workshop on Evolutionary Computation in Finance and Economics, which was held as part of the EvoWorkshops at Evo* in Valencia, Spain in April 2007]
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Stochastic optimization: theory and applications
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Evolutionary stochastic portfolio optimization
Hochreiter, Ronald
- In:
Natural computing in computational finance ; [the …
,
(pp. 67-87)
.
2008
Persistent link: https://www.econbiz.de/10009515174
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2
A coupled Markov chain approach to credit risk modeling
Wozabal, David
;
Hochreiter, Ronald
- In:
Journal of economic dynamics & control
36
(
2012
)
3
,
pp. 403-415
Persistent link: https://www.econbiz.de/10009515963
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3
Are time consistent valuations information monotone?
Kovacevic, Raimund
;
Pflug, Georg
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363963
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4
A value-of-information approach to measuring risk in multi-period economic activity
Pflug, Georg
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 695-715
Persistent link: https://www.econbiz.de/10003291359
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5
Optimal pension fund management under multi-period risk minimization
Kilianová, Soňa
;
Pflug, Georg
-
2009
Persistent link: https://www.econbiz.de/10003811764
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6
Time-inconsistent multistage stochastic programs : martingale bounds
Pflug, Georg
;
Pichler, Alois
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 155-163
Persistent link: https://www.econbiz.de/10011434903
Saved in:
7
Time-consistent decisions and temporal decomposition of coherent risk functionals
Pflug, Georg
;
Pichler, Alois
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 682-699
Persistent link: https://www.econbiz.de/10011520518
Saved in:
8
Systemic risk and copula models
Pflug, Georg
;
Pichler, Alois
- In:
Central European journal of operations research : CEJOR …
26
(
2018
)
2
,
pp. 465-483
Persistent link: https://www.econbiz.de/10011866135
Saved in:
9
The distortion principle for insurance pricing : properties, identification and robustness
Escobar, Debora Daniela
;
Pflug, Georg
- In:
Stochastic optimization: theory and applications
,
(pp. 771-794)
.
2020
Persistent link: https://www.econbiz.de/10012290841
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