Alois Geyer

Available identifiers

zbMath Open geyer.aloisMaRDI QIDQ976496

List of research outcomes

Publication	Date of Publication	Type
No-arbitrage ROM simulation	2018-11-01	Paper
No-arbitrage bounds for financial scenarios	2015-07-29	Paper
Scenario tree generation and multi-asset financial optimization problems	2014-05-15	Paper
No-arbitrage conditions, scenario trees, and multi-asset financial optimization	2010-06-11	Paper
Life-cycle asset allocation and consumption using stochastic linear programming	2010-02-08	Paper
The Innovest Austrian Pension Fund Financial Planning Model InnoALM	2009-08-13	Paper
A stochastic programming approach for multi-period portfolio optimization	2009-08-04	Paper
Measuring Systematic Risk in EMU Government Yield Spreads *	2005-04-29	Paper
A maximum entropy method for inverting Laplace transforms of probability density functions	1997-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q3815566	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3740494	1985-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Alois Geyer