| Publication | Date of Publication | Type |
|---|
| GDP-linked bonds as a new asset class | 2025-01-06 | Paper |
| Risk Management for Sustainable Sovereign Debt Financing | 2021-07-29 | Paper |
| A parsimonious model for generating arbitrage-free scenario trees | 2021-07-16 | Paper |
| Integrated dynamic models for hedging international portfolio risks | 2020-05-26 | Paper |
| Tracking bond indices in an integrated market and credit risk environment | 2019-01-14 | Paper |
| PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT | 2019-01-10 | Paper |
| Portfolio diversification in the sovereign credit swap markets | 2018-11-12 | Paper |
| Pricing and hedging GDP-linked bonds in incomplete markets | 2018-08-13 | Paper |
| Robust VaR and CVaR optimization under joint ambiguity in distributions, means, and covariances | 2018-05-22 | Paper |
| Stochastic debt sustainability analysis for sovereigns and the scope for optimization modeling | 2017-09-08 | Paper |
| Designing and pricing guarantee options in defined contribution pension plans | 2015-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3145783 | 2012-12-23 | Paper |
| Practical financial optimization. A library of GAMS models | 2011-04-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5324634 | 2009-08-03 | Paper |
| Scenario modelling for selective hedging strategies | 2008-10-24 | Paper |
| Credit risk optimization using factor models | 2008-03-31 | Paper |
| Scenario optimization asset and liability modelling for individual investors | 2008-03-31 | Paper |
| Practical financial optimization. Decision making for financial engineers. Foreword by Harry M. Markowitz | 2008-03-06 | Paper |
| A dynamic stochastic programming model for international portfolio management | 2007-12-10 | Paper |
| Asset and liability modelling for participating policies with guarantees | 2007-11-23 | Paper |
| Stability analysis of portfolio management with conditional value-at-risk | 2007-10-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374093 | 2006-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3372277 | 2006-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3158460 | 2005-01-25 | Paper |
| On the simulation of portfolios of interest rate and credit risk sensitive securities | 2004-11-22 | Paper |
| Estimation of asset demands by heterogeneous agents | 2004-11-22 | Paper |
| Risk factor analysis and portfolio immunization in the corporate bond market | 2004-11-22 | Paper |
| PARALLELIZATION STRATEGIES OF A ROW-ACTION METHOD FOR MULTICOMMODITY NETWORK FLOW PROBLEMS | 2004-10-06 | Paper |
| Limited recourse in two-stage stochastic linear programs | 2004-06-14 | Paper |
| Integrated simulation and optimization models for tracking international fixed income indices | 2003-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4782134 | 2002-11-27 | Paper |
| Using data envelopment analysis for costing bank products | 2000-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718793 | 2000-01-04 | Paper |
| Scalable parallel computations for large-scale stochastic programming | 1999-12-02 | Paper |
| Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities | 1999-11-08 | Paper |
| An interior point method with Bregman functions for the variational inequality problem with paramonotone operators | 1999-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251872 | 1999-06-17 | Paper |
| Scenario modeling for the management of international bond portfolios | 1999-05-27 | Paper |
| Stochastic linear programs with restricted recourse | 1999-04-27 | Paper |
| Robust optimization models for managing callable bond portfolios | 1999-02-22 | Paper |
| Dynamic models for fixed-income portfolio management under uncertainty | 1999-01-12 | Paper |
| Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models | 1999-01-01 | Paper |
| A stochastic programming model for money management | 1998-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4209177 | 1998-10-14 | Paper |
| A smooth penalty function algorithm for network-structured problems | 1998-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4395421 | 1998-08-04 | Paper |
| A model for designing callable bonds and its solution using tabu search | 1998-07-22 | Paper |
| Scalable parallel Benders decomposition for stochastic linear programming | 1998-07-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4394591 | 1998-06-11 | Paper |
| Integrating network optimization capabilities into a high-level modeling language | 1998-03-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369438 | 1998-01-28 | Paper |
| A scalable parallel interior point algorithm for stochastic linear programming and robust optimization | 1997-08-07 | Paper |
| A stochastic programming model for funding single premium deferred annuities | 1997-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838893 | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3838847 | 1997-01-01 | Paper |
| Solving multistage stochastic network programs on massively prallel computers | 1996-10-13 | Paper |
| Data Parallel Quadratic Programming on Box-Constrained Problems | 1996-06-30 | Paper |
| Asset/liability management under uncertainty for fixed-income securities | 1996-05-02 | Paper |
| Interval underrelaxed bregman's method with an application | 1996-01-07 | Paper |
| Robust Optimization of Large-Scale Systems | 1995-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845367 | 1995-09-11 | Paper |
| On Smoothing Exact Penalty Functions for Convex Constrained Optimization | 1995-09-05 | Paper |
| Robust Optimization for Power Systems Capacity Expansion under Uncertainty | 1995-06-27 | Paper |
| Parallel Factorization of Structured Matrices Arising in Stochastic Programming | 1995-06-07 | Paper |
| Data-level parallel solution of min-cost network flow problems using \(\varepsilon\)-relaxations | 1995-05-30 | Paper |
| Capturing the Correlations of Fixed-income Instruments | 1995-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4323612 | 1995-02-23 | Paper |
| A Network Model to Maximize Navy Personnel Readiness and Its Solution | 1994-08-21 | Paper |
| Data parallel computing for network-structured optimization problems | 1994-07-26 | Paper |
| Proximal minimization algorithm with \(D\)-functions | 1994-04-27 | Paper |
| Proximal minimizations with \(D\)-functions and the massively parallel solution of linear network programs | 1994-03-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4283448 | 1994-03-10 | Paper |
| Mean-absolute deviation portfolio optimization for mortgage-backed securities | 1994-01-26 | Paper |
| A model for portfolio management with mortgage-backed securities | 1994-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139327 | 1993-11-11 | Paper |
| Constructing Optimal Samples from a Binomial Lattice | 1993-09-30 | Paper |
| A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems | 1993-08-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035640 | 1993-05-18 | Paper |
| Massively Parallel Algorithms for Singly Constrained Convex Programs | 1993-04-01 | Paper |
| Matrix Balancing on a Massively Parallel Connection Machine | 1993-04-01 | Paper |
| Parallel Decomposition of Multicommodity Network Flows Using a Linear-Quadratic Penalty Algorithm | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4026286 | 1993-02-21 | Paper |
| Data structures for network algorithms on massively parallel architectures | 1993-01-17 | Paper |
| Scalings of matrices satisfying line-product constraints and generalizations | 1993-01-16 | Paper |
| Parallel Numerical Optimization: Current Status and an Annotated Bibliography | 1993-01-16 | Paper |
| Parallel Block-Partitioning of Truncated Newton for Nonlinear Network Optimization | 1993-01-16 | Paper |
| Massively Parallel Row-Action Algorithms for Some Nonlinear Transportation Problems | 1992-09-27 | Paper |
| On the Fine-Grain Decomposition of Multicommodity Transportation Problems | 1992-09-27 | Paper |
| Synchronous and asynchronous implementations of relaxation algorithms for nonlinear network optimization | 1992-06-27 | Paper |
| Simplicial Decomposition for Convex Generalized Networks | 1992-06-25 | Paper |
| Interval-constrained matrix balancing | 1991-01-01 | Paper |
| Parallel computing with block-iterative image reconstruction algorithms | 1991-01-01 | Paper |
| A Comparative Study of Algorithms for Matrix Balancing | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3348735 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3348730 | 1990-01-01 | Paper |
| OR Practice—Large-Scale Nonlinear Network Models and Their Application | 1989-01-01 | Paper |
| On the use of expert systems in network optimization: With an application to matrix balancing | 1989-01-01 | Paper |
| A distributed algorithm for convex network optimization problems | 1988-01-01 | Paper |
| Vectorization and multitasking of nonlinear network programming algorithms | 1988-01-01 | Paper |
| Nonlinear Network Programming on Vector Supercomputers: A Study on the CRAY X-MP | 1986-01-01 | Paper |
| Solving Large Scale Generalized Networks | 1985-01-01 | Paper |
