| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Collective adjustment of pension rights in ALM models
|
Klein Haneveld, Willem K.
|
|
2009
|
8 |
1-2 |
p. 137-156
|
artikel
|
| 2 |
Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account
|
Faria, Eduardo
|
|
2009
|
8 |
1-2 |
p. 75-101
|
artikel
|
| 3 |
Dynamic modeling of mean-reverting spreads for statistical arbitrage
|
Triantafyllopoulos, K.
|
|
2009
|
8 |
1-2 |
p. 23-49
|
artikel
|
| 4 |
Implementing quasi-Monte Carlo simulations with linear transformations
|
Sabino, Piergiacomo
|
|
2009
|
8 |
1-2 |
p. 51-74
|
artikel
|
| 5 |
Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model
|
Winker, Peter
|
|
2009
|
8 |
1-2 |
p. 103-123
|
artikel
|
| 6 |
Mean-variance versus expected utility in dynamic investment analysis
|
MacLean, Leonard C.
|
|
2009
|
8 |
1-2 |
p. 3-22
|
artikel
|
| 7 |
Multiobjective optimization using differential evolution for real-world portfolio optimization
|
Krink, Thiemo
|
|
2009
|
8 |
1-2 |
p. 157-179
|
artikel
|
| 8 |
Preface
|
Kuhn, Daniel
|
|
2009
|
8 |
1-2 |
p. 1-2
|
artikel
|
| 9 |
Pricing cliquet options by tree methods
|
Gaudenzi, Marcellino
|
|
2009
|
8 |
1-2 |
p. 125-135
|
artikel
|
| 10 |
Shape-based scenario generation using copulas
|
Kaut, Michal
|
|
2009
|
8 |
1-2 |
p. 181-199
|
artikel
|
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