Narrow search
Showing 61 - 70 of 121
Cover Image
Optimale Asset Allocation im Zeitablauf : ein Überblick über Modelle und Lösungsverfahren
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: Asset Management : Festschrift für Prof. Dr. rer. nat. …, (pp. 125-132). 2012
Persistent link: https://www.econbiz.de/10009613913
Cover Image
No-arbitrage bounds for financial scenarios
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: European journal of operational research : EJOR 236 (2014) 2, pp. 657-663
Persistent link: https://www.econbiz.de/10010366120
Cover Image
Correlated errors : why a monotone relationship between forecast precision and trading profitability may not hold
Lawrenz, Jochen; Weissensteiner, Alex - In: Journal of business finance & accounting : JBFA 39 (2012) 5/6, pp. 675-699
Persistent link: https://www.econbiz.de/10009575825
Cover Image
No-Arbitrage ROM simulation
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: Journal of economic dynamics & control 45 (2014), pp. 66-79
Persistent link: https://www.econbiz.de/10010474462
Cover Image
Optimal annuity portfolio under inflation risk
Konicz, Agnieszka Karolina; Pisinger, David; … - In: Computational Management Science : CMS 12 (2015) 3, pp. 461-488
Persistent link: https://www.econbiz.de/10011285966
Cover Image
A stochastic programming approach for multi-period portfolio optimization
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: Computational Management Science : CMS 6 (2009) 2, pp. 187-208
Persistent link: https://www.econbiz.de/10003828694
Cover Image
Where would the EUR/CHF exchange rate be without the SNB's minimum exchange rate policy?
Hanke, Michael; Poulsen, Rolf; Weissensteiner, Alex - In: The journal of futures markets 35 (2015) 12, pp. 1103-1116
Persistent link: https://www.econbiz.de/10011546229
Cover Image
Portfolio selection under supply chain predictability
Bjerring, Thomas Trier; Rasmussen, Kourosh Marjani; … - In: Computational Management Science : CMS 15 (2018) 2, pp. 139-159
Persistent link: https://www.econbiz.de/10011876502
Cover Image
Feature selection for portfolio optimization
Trier Bjerring, Thomas; Ross, Omri; Weissensteiner, Alex - In: Applied mathematical optimization and modelling (APMOD 2014), (pp. 21-40). 2017
Persistent link: https://www.econbiz.de/10011737983
Cover Image
Inflation forecasts extracted from nominal and real yield curves
Geyer, Alois; Hanke, Michael; Weissensteiner, Alex - In: The quarterly review of economics and finance : journal … 60 (2016), pp. 180-188
Persistent link: https://www.econbiz.de/10011627436