Grace Aw

Available identifiers

zbMath Open aw.graceMaRDI QIDQ507670

List of research outcomes

Publication	Date of Publication	Type
Uncertain portfolio optimization problem under a minimax risk measure	2020-04-07	Paper
Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint	2020-02-12	Paper
Chance-constrained optimization for pension fund portfolios in the presence of default risk	2018-05-24	Paper
An optimal machine maintenance problem with probabilistic state constraints	2017-02-07	Paper
Multi-period stochastic manpower and productivity optimization in a hierarchical system	2016-10-14	Paper
Portfolio optimization using a new probabilistic risk measure	2015-06-23	Paper
Estimating dynamic geometric fractional Brownian motion and its application to long-memory option pricing	2014-01-03	Paper

Research outcomes over time

This page was built for person: Grace Aw