Optimal financial decision making under uncertainty

DOI10.1007/978-3-319-41613-7MaRDI QIDQ342615zbMATH OpenOpenAlexFDO

Authors

Publication date 17 November 2016

Published in International Series in Operations Research & Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-41613-7

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Management decision making, including multiple objectives (90B50) Applications of mathematical programming (90C90) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Portfolio theory (91G10) Financial applications of other theories (91G80)

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Cited in

(13)

• Optimal cash management under uncertainty
• A review on ambiguity in stochastic portfolio optimization
• Multi-stage portfolio selection problem with dynamic stochastic dominance constraints
• Decision-making problems with money incomes (losses) based on the combination of the principles of guaranteed and best results
• Preface: Decision making and risk/return optimization in financial economics
• Volatility versus downside risk: performance protection in dynamic portfolio strategies
• Optimal chance-constrained pension fund management through dynamic stochastic control
• Optimal statistical decisions about some alternative financial models
• Optimal Money Holding under Uncertainty
• scientific article; zbMATH DE number 5348177 (Why is no real title available?)
• Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection
• Mean-variance asset-liability management: from surplus optimization to liability-driven investment
• The capital-on-capital cost in Solvency II risk margin

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