Transparent structured products for retail investors

DOI10.1016/j.ejor.2022.01.014OpenAlexW4206179727MaRDI QIDQ2672100

Merja Halme, Nasim Dehghan Hardoroudi, Markku Kallio, Jaakko Aspara

Publication date: 8 June 2022

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.01.014

zbMATH Keywords

stochastic programmingfinanceutility theorydiscrete choicestructured products

Mathematics Subject Classification ID

Stochastic programming (90C15) Portfolio theory (91G10)

Cites Work

• Unnamed Item
• Likelihood estimation of consumer preferences in choice-based conjoint analysis
• Options and structured products in behavioral portfolios
• Multiple criteria decision aiding for finance: an updated bibliographic survey
• Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective
• On consumer preferences and the willingness to pay for term life insurance
• A multicriteria methodology for equity selection using financial analysis
• Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence
• On the optimality of path-dependent structured funds: the cost of standardization
• A dynamic stochastic programming model for international portfolio management
• Horizon and stages in applications of stochastic programming in finance
• A multistage linear stochastic programming model for optimal corporate debt management
• Linear Programming under Uncertainty
• Financial Asset-Pricing Theory and Stochastic Programming Models for Asset/Liability Management: A Synthesis
• Introduction to Stochastic Programming
• Prospect Theory: An Analysis of Decision under Risk
• Can utility optimization explain the demand for structured investment products?
• From data to model and back to data: A bond portfolio management problem

This page was built for publication: Transparent structured products for retail investors