Optimal Financial Decision Making under Uncertainty

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

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