Francesco de Simone

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Hedging market and credit risk in corporate bond portfolios
International Series in Operations Research & Management Science
2019-01-25Paper
A multistage stochastic programming approach for capital budgeting problems under uncertainty
IMA Journal of Management Mathematics
2013-03-12Paper
Scenario-based dynamic corporate bond portfolio management
IMA Journal of Management Mathematics
2012-10-29Paper
Generating scenario trees: a parallel integrated simulation-optimization approach
Journal of Computational and Applied Mathematics
2010-02-12Paper


Research outcomes over time


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