| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
A combined stochastic programming and optimal control approach to personal finance and pensions
|
Konicz, Agnieszka Karolina
|
|
2014
|
37 |
3 |
p. 583-616
|
article
|
| 2 |
A general test for SSD portfolio efficiency
|
Kopa, Miloš
|
|
2014
|
37 |
3 |
p. 703-734
|
article
|
| 3 |
A linear risk-return model for enhanced indexation in portfolio optimization
|
Bruni, Renato
|
|
2014
|
37 |
3 |
p. 735-759
|
article
|
| 4 |
Approximating multivariate Markov chains for bootstrapping through contiguous partitions
|
Cerqueti, Roy
|
|
2015
|
37 |
3 |
p. 803-841
|
article
|
| 5 |
Choquet-based European option pricing with stochastic (and fixed) strikes
|
Driouchi, Tarik
|
|
2014
|
37 |
3 |
p. 787-802
|
article
|
| 6 |
Data-driven portfolio management with quantile constraints
|
Çetinkaya, Elçin
|
|
2015
|
37 |
3 |
p. 761-786
|
article
|
| 7 |
Financial Optimization: optimization paradigms and financial planning under uncertainty
|
Consigli, Giorgio
|
|
2015
|
37 |
3 |
p. 553-557
|
article
|
| 8 |
Jump-diffusion asset–liability management via risk-sensitive control
|
Davis, Mark H. A.
|
|
2014
|
37 |
3 |
p. 655-675
|
article
|
| 9 |
Portfolio optimization in a defaultable Lévy-driven market model
|
Pagliarani, Stefano
|
|
2014
|
37 |
3 |
p. 617-654
|
article
|
| 10 |
Robust worst-case optimal investment
|
Desmettre, Sascha
|
|
2014
|
37 |
3 |
p. 677-701
|
article
|
| 11 |
Structure of risk-averse multistage stochastic programs
|
Dupačová, Jitka
|
|
2014
|
37 |
3 |
p. 559-582
|
article
|
Journal description