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SPEPS » All Volumes » Volume 1999 » Inhalt

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Volume 1999
   
Volume 1999

8 Entries available
Nr. 8Zhao, Yonggan; Ziemba, William T.:
A Dynamic Asset Allocation Model with Downside Risk Control
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Nr. 7Rudolf, Markus; Ziemba, William T.:
Intertemporal Surplus Management
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Nr. 6Board, John; Sutcliffe, Charles; Ziemba, William T.:
The Application of Operations Research Techniques to Financial Markets
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Nr. 5Fleten, Stein-Erik; Wallace, Stein W.; Ziemba, William T.:
Hedging electricity portfolios via stochastic programming
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Nr. 4Dentcheva, Darinka; Prékopa, András; Ruszczynski, Andrzej:
Concavity and Efficient Points of Discrete Distributions in Probabilistic Programming
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Nr. 3Kleywegt, Anton J.; Shapiro, Alexander:
The Sample Average Approximation Method for Stochastic Discrete Optimization
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Nr. 2Shapiro, Alexander; Homem-de-Mello, Tito:
On Rate of Convergence of Optimal Solutions of Monte Carlo Approximations of Stochastic Programs
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Nr. 1Zhao, Yonggan; Ziemba, William T.:
Creating Synthetic Option Strategies for Asset Allocation with Transaction Costs Using Multi-Period Stochastic Programming
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