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!
| Publication | Date of Publication | Type |
|---|---|---|
| Inverse S-shaped probability weighting and its impact on investment Mathematical Control and Related Fields | 2019-07-03 | Paper |
| Rank-dependent utility and risk taking in complete markets SIAM Journal on Financial Mathematics | 2017-06-02 | Paper |
| High-Performance Computing for Asset-Liability Management Operations Research | 2009-07-03 | Paper |
| Retirement saving with contribution payments and labor income as a benchmark for investments Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
| Hedging options under transaction costs and stochastic volatility Journal of Economic Dynamics and Control | 2008-10-24 | Paper |
| A primal-dual decomposition algorithm for multistage stochastic convex programming Mathematical Programming. Series A. Series B | 2005-10-31 | Paper |
| Scenario generation and stochastic programming models for asset liability management European Journal of Operational Research | 2003-04-22 | Paper |
| scientific article; zbMATH DE number 1189131 (Why is no real title available?) | 1997-01-01 | Paper |
Research outcomes over time
This page was built for person: Roy Kouwenberg
