The following pages link to Alex Weissensteiner (Q976497):
Displaying 14 items.
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
- Random orthogonal matrix simulation with exact means, covariances, and multivariate skewness (Q1694926) (← links)
- Feature selection for portfolio optimization (Q1699122) (← links)
- No-arbitrage ROM simulation (Q1994590) (← links)
- COVID-19 and market expectations: evidence from option-implied densities (Q2208885) (← links)
- Asset allocation under predictability and parameter uncertainty using Lasso (Q2221462) (← links)
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- Optimal annuity portfolio under inflation risk (Q2355721) (← links)
- No-arbitrage bounds for financial scenarios (Q2356278) (← links)
- Financial planning for Young households (Q2393342) (← links)
- Scenario tree generation and multi-asset financial optimization problems (Q2450698) (← links)
- Life-cycle asset allocation and consumption using stochastic linear programming (Q3404356) (← links)
- Optimal retirement planning with a focus on single and joint life annuities (Q5001129) (← links)
- Cash management using multi-stage stochastic programming (Q5190135) (← links)
