標(biāo)題: Titlebook: Optimal Financial Decision Making under Uncertainty; Giorgio Consigli,Daniel Kuhn,Paolo Brandimarte Book 2017 Springer International Publi [打印本頁] 作者: charter 時間: 2025-3-21 19:30
書目名稱Optimal Financial Decision Making under Uncertainty影響因子(影響力)
書目名稱Optimal Financial Decision Making under Uncertainty影響因子(影響力)學(xué)科排名
書目名稱Optimal Financial Decision Making under Uncertainty網(wǎng)絡(luò)公開度
書目名稱Optimal Financial Decision Making under Uncertainty網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Optimal Financial Decision Making under Uncertainty被引頻次
書目名稱Optimal Financial Decision Making under Uncertainty被引頻次學(xué)科排名
書目名稱Optimal Financial Decision Making under Uncertainty年度引用
書目名稱Optimal Financial Decision Making under Uncertainty年度引用學(xué)科排名
書目名稱Optimal Financial Decision Making under Uncertainty讀者反饋
書目名稱Optimal Financial Decision Making under Uncertainty讀者反饋學(xué)科排名
作者: 終端 時間: 2025-3-21 23:42
https://doi.org/10.1007/978-3-319-41613-7Asset Pricing; Financial Decision Making; Financial Uncertainty; Operations Research; Optimization; Valua作者: 枕墊 時間: 2025-3-22 03:03
978-3-319-82396-6Springer International Publishing Switzerland 2017作者: comely 時間: 2025-3-22 08:13 作者: installment 時間: 2025-3-22 12:40 作者: Asseverate 時間: 2025-3-22 16:43
Multi-Period Risk Measures and Optimal Investment Policies,m the perspective of dynamic risk control and portfolio optimization. The analysis is structured in four parts: the first part reviews characterizing properties of multi-period risk measures, it examines their financial foundations, and clarifies cross-relationships. The second part is devoted to th作者: 粗糙 時間: 2025-3-22 17:55 作者: 情節(jié)劇 時間: 2025-3-22 23:32
Scenario Optimization Methods in Portfolio Analysis and Design,d fixed portfolio of financial assets, a classical approach for evaluating, say, the value-at-risk (V@R) of the portfolio is a . one, whereby one first assumes some stochastic model for the component returns (e.g., Normal), then estimates the parameters of this model from data, and finally computes 作者: Armada 時間: 2025-3-23 03:44 作者: NOTCH 時間: 2025-3-23 08:40 作者: Offstage 時間: 2025-3-23 11:49
Pricing Multiple Exercise American Options by Linear Programming,non-recombinant tree model with multiple exercise rights. We prove using a simple argument that an optimal exercise policy for an option with . exercise rights is to delay exercise until the last . periods. The result implies that the mixed-integer programming model for computing the lower hedging p作者: 脫離 時間: 2025-3-23 15:30 作者: incisive 時間: 2025-3-23 18:50
Stabilizing Implementable Decisions in Dynamic Stochastic Programming,narios to represent the underlying path probability distribution. This represents a tentative solution to the problems first identified in our companion paper (Dempster et al., A comparative study of sampling methods for stochastic programming, forthcoming). Conventional approaches to such problems 作者: insurrection 時間: 2025-3-23 22:29 作者: 令人發(fā)膩 時間: 2025-3-24 02:59 作者: A保存的 時間: 2025-3-24 06:40
Optimal Financial Decision Making Under Uncertainty,ns included in this volume and a related special issue of OR Spectrum. We do not aim at providing readers with an exhaustive survey, rather we focus on a limited but significant set of modeling and methodological issues. The framework is based on a benchmark discrete-time stochastic control optimiza作者: Leaven 時間: 2025-3-24 10:55
Leonard MacLean,Yonggan Zhaonahmen, welche den Gel?ndegrundri? bis auf den Ma?stab und den Einflu? systematischer Verzerrungen richtig wiedergeben. Abbildungen kleineren Ma?stabes (unter . 1: 10000) dienen mehr allgemein wirtschaftlichen, milit?rischen, geographischen sowie übersichtszwecken und werden als Karten bezeichnet, w作者: 女歌星 時間: 2025-3-24 17:58 作者: Acetabulum 時間: 2025-3-24 20:39 作者: PAC 時間: 2025-3-25 01:29 作者: 雕鏤 時間: 2025-3-25 06:32
Monia Giandomenico,Mustafa ?. P?narn der Aufgabe selbst bedingt sind und solchen, die man machen mu?, damit eine bestimmte Methode anwendbar ist. Auch unter Heranziehung solcher Annahmen lieferte unsere bisherige Betrachtung nur notwendige, aber keineswegs hinreichende Bedingungen für das Eintreten eines Minimums. Ein Ausgangspunkt d作者: IDEAS 時間: 2025-3-25 11:07
Giorgio Consigli,Daniel Kuhn,Paolo Brandimarteganismus zu beeinflussen, hat in den letzten Jahren in vielen Bereichen der klinischen Medizin eine zunehmende Bedeutung erlangt. Es sei hier nur an die Behandlung des akuten Him?dems durch osmotherapeutische Ma?nahmen erinnert. Aber auch die Intensivtherapie konfrontiert den behandelnden Arzt st?nd作者: enlist 時間: 2025-3-25 13:45 作者: Debility 時間: 2025-3-25 17:53 作者: 一小塊 時間: 2025-3-25 23:22
Pricing Multiple Exercise American Options by Linear Programming,rice and the optimal exercise and hedging policy has a linear programming relaxation that is exact, i.e., the relaxation admits an optimal solution where all variables required to be integral have integer values.作者: BATE 時間: 2025-3-26 03:53
Heuristics for Portfolio Selection,y which heuristics work. To make that discussion more concrete, we describe a simple but effective optimisation technique called Threshold Accepting and how it can be used for constructing portfolios. We also summarise the results of an empirical study on hedge-fund replication.作者: 抵消 時間: 2025-3-26 07:27 作者: 鑒賞家 時間: 2025-3-26 12:08 作者: miniature 時間: 2025-3-26 13:18
Robust Approaches to Pension Fund Asset Liability Management Under Uncertainty,tational tractability and ease of implementation under conditions typically encountered in practice, such as asymmetries in the distributions of asset returns. Computational results from tests with real and generated data are presented to illustrate the performance of these models.作者: VERT 時間: 2025-3-26 20:08 作者: 帶來墨水 時間: 2025-3-27 00:39 作者: Hearten 時間: 2025-3-27 04:21
The Growth Optimal Investment Strategy Is Secure, Too,ryless and for Markov market processes. A kind of security indicator of an investment strategy can be the market time achieving a target wealth. It is shown that the log-optimal principle is optimal in this respect.作者: 哄騙 時間: 2025-3-27 08:15
Multi-Period Risk Measures and Optimal Investment Policies,res to effectively control risk exposure within dynamic programs. In the third part, we consider the application of multi-period measures to optimal investment policy selection, clarifying how portfolio selection models adapt to different risk measurement paradigms. In the fourth part we summarize a作者: 重疊 時間: 2025-3-27 10:19
Asset Price Dynamics: Shocks and Regimes,d by the period by period observations on factors. The characterization of regimes follows from description in terms of the set of risk factors. In this paper the link between the shocks and regimes is explored. The shocks times defined by risk factors are an alternative method of determining regime作者: capsaicin 時間: 2025-3-27 17:09 作者: Kindle 時間: 2025-3-27 19:11
Stabilizing Implementable Decisions in Dynamic Stochastic Programming, by reducing the degrees of freedom of the decision space in a financially meaningful way by constraining the decisions to lie within a carefully chosen subspace. This avoids overfitting the optimized decisions to the simulated in-sample scenarios which often do not generalize to unseen scenarios dr作者: 四目在模仿 時間: 2025-3-27 22:05 作者: overture 時間: 2025-3-28 03:25
Leonard MacLean,Yonggan Zhaoen Ausma?e in beiden Richtungen etwa 40 bis h?chstens 60 cm betragen. Zur regelm??igen Blattbegrenzung dienen bei Karten meistens geographische Netzlinien (Meridiane und Parallelkreise), bei Pl?nen hingegen rundabst?ndige Senkrechte und Parallele zur Abszissenachse des Koordinatensystems. Im erstere作者: 袖章 時間: 2025-3-28 07:51
Giuseppe Carlo Calafioreen Ausma?e in beiden Richtungen etwa 40 bis h?chstens 60 cm betragen. Zur regelm??igen Blattbegrenzung dienen bei Karten meistens geographische Netzlinien (Meridiane und Parallelkreise), bei Pl?nen hingegen rundabst?ndige Senkrechte und Parallele zur Abszissenachse des Koordinatensystems. Im erstere作者: 河流 時間: 2025-3-28 13:56 作者: Iniquitous 時間: 2025-3-28 14:37
Helena Aro,Teemu Pennanengleichungen und die Auffindung von Naturgesetzen als Folge dieser Invarianzeigenschaften wesentlich erleichtert. Vor allem aber erlaubt die Formulierung als Variationsproblem die Anwendung der direkten Methoden der Variationsrechnung zur Ermittlung von N?herungsl?sungen, was sich, namentlich bei Ran作者: 聲明 時間: 2025-3-28 19:24 作者: 稀釋前 時間: 2025-3-29 02:13 作者: Optic-Disk 時間: 2025-3-29 05:14
Giorgio Consigli,Daniel Kuhn,Paolo Brandimarterker das Bedürfnis, einen Weg zur quantitativen Beurteilung der Wirksamkeit verschiedener Therapeutika zu finden. Eine kaum zu übersehende Zahl von Original- mi978-3-540-04766-7978-3-662-13283-8Series ISSN 0171-1814 作者: COM 時間: 2025-3-29 08:51
rker das Bedürfnis, einen Weg zur quantitativen Beurteilung der Wirksamkeit verschiedener Therapeutika zu finden. Eine kaum zu übersehende Zahl von Original- mi978-3-540-04766-7978-3-662-13283-8Series ISSN 0171-1814 作者: pineal-gland 時間: 2025-3-29 13:51 作者: 清醒 時間: 2025-3-29 16:22
Zhiping Chen,Giorgio Consigli,Jia Liu,Gang Li,Tianwen Fu,Qianhui Hu作者: 兩種語言 時間: 2025-3-29 21:46 作者: Euphonious 時間: 2025-3-30 01:27
