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Brandimarte, Paolo

Optimal Financial Decision Making under Uncertainty

Brandimarte, Paolo - Optimal Financial Decision Making under Uncertainty, ebook

184,50€

Ebook, PDF with Adobe DRM
ISBN: 9783319416137
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Table of contents

1. Multi-Period Risk Measures and Optimal Investment Policies
Zhiping Chen, Giorgio Consigli, Jia Liu, Gang Li, Tianwen Fu, Qianhui Hu

2. Asset Price Dynamics: Shocks and Regimes
Leonard MacLean, Yonggan Zhao

3. Scenario Optimization Methods in Portfolio Analysis and Design
Giuseppe Carlo Calafiore

4. Robust Approaches to Pension Fund Asset Liability Management Under Uncertainty
Dessislava Pachamanova, Nalan Gülpınar, Ethem Çanakoğlu

5. Liability-Driven Investment in Longevity Risk Management
Helena Aro, Teemu Pennanen

6. Pricing Multiple Exercise American Options by Linear Programming
Monia Giandomenico, Mustafa Ç. Pınar

7. Optimizing a Portfolio of Liquid and Illiquid Assets
John M. Mulvey, Woo Chang Kim, Changle Lin

8. Stabilizing Implementable Decisions in Dynamic Stochastic Programming
Michael A. H. Dempster, Elena A. Medova, Yee Sook Yong

9. The Growth Optimal Investment Strategy Is Secure, Too
László Györfi, György Ottucsák, Harro Walk

10. Heuristics for Portfolio Selection
Manfred Gilli, Enrico Schumann

11. Optimal Financial Decision Making Under Uncertainty
Giorgio Consigli, Daniel Kuhn, Paolo Brandimarte

Keywords: Business and Management, Operation Research/Decision Theory, Macroeconomics/Monetary Economics//Financial Economics, Optimization

Editor
 
 
Publisher
Springer
Publication year
2017
Language
en
Edition
1
Series
International Series in Operations Research & Management Science
Category
Economy
Format
Ebook
eISBN (PDF)
9783319416137
Printed ISBN
978-3-319-41611-3

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