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

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