Roy Kouwenberg

Available identifiers

zbMath Open kouwenberg.royWikidataQ58052270 ScholiaQ58052270MaRDI QIDQ208326

List of research outcomes

Publication	Date of Publication	Type
Inverse S-shaped probability weighting and its impact on investment	2019-07-03	Paper
Rank-Dependent Utility and Risk Taking in Complete Markets	2017-06-02	Paper
High-Performance Computing for Asset-Liability Management	2009-07-03	Paper
Retirement saving with contribution payments and labor income as a benchmark for investments	2008-10-24	Paper
Hedging options under transaction costs and stochastic volatility	2008-10-24	Paper
A primal-dual decomposition algorithm for multistage stochastic convex programming	2005-10-31	Paper
Scenario generation and stochastic programming models for asset liability management	2003-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q3838845	1997-01-01	Paper

Research outcomes over time

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