| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A sample-path approach to optimal position liquidation
|
Krokhmal, Pavlo
|
|
2006
|
152 |
1 |
p. 193-225
|
article
|
| 2 |
A semi-analytical method for VaR and credit exposure analysis
|
De Prisco, Ben
|
|
2006
|
152 |
1 |
p. 23-47
|
article
|
| 3 |
A stochastic programming model for asset liability management of a Finnish pension company
|
Hilli, Petri
|
|
2006
|
152 |
1 |
p. 115-139
|
article
|
| 4 |
A two-stage stochastic integer programming approach as a mixture of Branch-and-Fix Coordination and Benders Decomposition schemes
|
Escudero, L. F.
|
|
2006
|
152 |
1 |
p. 395-420
|
article
|
| 5 |
Coherent multiperiod risk adjusted values and Bellman’s principle
|
Artzner, Philippe
|
|
2006
|
152 |
1 |
p. 5-22
|
article
|
| 6 |
Conditional value at risk and related linear programming models for portfolio optimization
|
Mansini, Renata
|
|
2006
|
152 |
1 |
p. 227-256
|
article
|
| 7 |
Credit risk optimization using factor models
|
Saunders, David
|
|
2006
|
152 |
1 |
p. 49-77
|
article
|
| 8 |
Financial scenario generation for stochastic multi-stage decision processes as facility location problems
|
Hochreiter, Ronald
|
|
2006
|
152 |
1 |
p. 257-272
|
article
|
| 9 |
Multi-period stochastic portfolio optimization: Block-separable decomposition
|
Edirisinghe, N. C. P.
|
|
2006
|
152 |
1 |
p. 367-394
|
article
|
| 10 |
Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases
|
Battocchio, Paolo
|
|
2006
|
152 |
1 |
p. 141-165
|
article
|
| 11 |
Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
|
Gondzio, Jacek
|
|
2006
|
152 |
1 |
p. 319-339
|
article
|
| 12 |
Portfolio optimization with linear and fixed transaction costs
|
Lobo, Miguel Sousa
|
|
2006
|
152 |
1 |
p. 341-365
|
article
|
| 13 |
Portfolio selection with divisible and indivisible assets: Mathematical algorithm and economic analysis
|
Lazimy, Rafael
|
|
2006
|
152 |
1 |
p. 273-295
|
article
|
| 14 |
Preface
|
Vladimirou, Hercules
|
|
2006
|
152 |
1 |
p. 1-4
|
article
|
| 15 |
Scenario optimization asset and liability modelling for individual investors
|
Consiglio, Andrea
|
|
2006
|
152 |
1 |
p. 167-191
|
article
|
| 16 |
Strategic foreign reserves risk management: Analytical framework
|
Claessens, Stijn
|
|
2006
|
152 |
1 |
p. 79-113
|
article
|
| 17 |
Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
|
Steuer, Ralph E.
|
|
2006
|
152 |
1 |
p. 297-317
|
article
|
Journal description