Alois Geyer

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
No-arbitrage ROM simulation Journal of Economic Dynamics and Control	2018-11-01	Paper
No-arbitrage bounds for financial scenarios European Journal of Operational Research	2015-07-29	Paper
Scenario tree generation and multi-asset financial optimization problems Operations Research Letters	2014-05-15	Paper
No-arbitrage conditions, scenario trees, and multi-asset financial optimization European Journal of Operational Research	2010-06-11	Paper
Life-cycle asset allocation and consumption using stochastic linear programming The Journal of Computational Finance	2010-02-08	Paper
The Innovest Austrian Pension Fund Financial Planning Model InnoALM Operations Research	2009-08-13	Paper
A stochastic programming approach for multi-period portfolio optimization Computational Management Science	2009-08-04	Paper
Measuring Systematic Risk in EMU Government Yield Spreads * Review of Finance	2005-04-29	Paper
A maximum entropy method for inverting Laplace transforms of probability density functions Biometrika	1997-04-27	Paper
scientific article; zbMATH DE number 4087084 (Why is no real title available?)	1989-01-01	Paper
scientific article; zbMATH DE number 3974638 (Why is no real title available?)	1985-01-01	Paper

Research outcomes over time

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