Ralf Werner

From MaRDI portal
Person:906587

Available identifiers

zbMath Open werner.ralfWikidataQ102291050 ScholiaQ102291050MaRDI QIDQ906587

List of research outcomes





PublicationDate of PublicationType
Revisiting the fitting of the Nelson–Siegel and Svensson models2024-10-14Paper
On rates of convergence for sample average approximations in the almost sure sense and in mean2022-03-22Paper
Multiobjective optimization under uncertainty: a multiobjective robust (relative) regret approach2021-11-05Paper
On the effectiveness of primal and dual heuristics for the transportation problem2019-09-25Paper
Fair valuation of cliquet-style return guarantees in (homogeneous and) heterogeneous life insurance portfolios2019-08-09Paper
Tight Semi-model-free Bounds on (Bilateral) CVA2018-10-22Paper
Membership testing for Bernoulli and tail-dependence matrices2018-10-16Paper
Mathematical foundation of the replicating portfolio approach2018-08-31Paper
Replicating Portfolios: $$\mathscr {L}^1$$ Versus $$\mathscr {L}^2$$ Optimization2017-12-01Paper
Mathematical analysis of different approaches for replicating portfolios2016-01-22Paper
Reassessing recovery rates – floating recoveries2015-03-03Paper
Robust multiobjective optimization \& applications in portfolio optimization2015-02-03Paper
On saddle points in nonconvex semi-infinite programming2013-01-03Paper
A novel feasible discretization method for linear semi-infinite programming applied to basket option pricing2012-01-18Paper
Comparison and robustification of Bayes and Black-Litterman models2010-09-08Paper
Robustness properties of mean-variance portfolios2009-08-13Paper
Cascading: An adjusted exchange method for robust conic programming2008-09-03Paper
https://portal.mardi4nfdi.de/entity/Q27514862002-03-12Paper

Research outcomes over time

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