Optimal Financial Decision Making under Uncertainty

Optimal Financial Decision Making under Uncertainty edited by Giorgio Consigli, Daniel Kuhn, Paolo Brandimarte.

The scope of this volume is primarily to analyze from different methodological perspectives similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly...

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Bibliographic Details
Corporate Author: SpringerLink (Online service)
Other Authors: Consigli, Giorgio (Editor), Kuhn, Daniel (Editor), Brandimarte, Paolo (Editor)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2017.
Edition:1st ed. 2017.
Series:International Series in Operations Research & Management Science, 245
Springer eBook Collection.
Subjects:
Operations research.
Decision making.
Macroeconomics.
Mathematical optimization.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Multi-period Risk Measures and Optimal Investment Policies
  • Asset Price Dynamics: Shocks and Regimes
  • Scenario Optimization Methods in Portfolio Analysis and Design
  • Robust Approaches to Pension Fund Asset Liability Management under Uncertainty
  • Liability-driven Investment in Longevity Risk Management
  • Pricing Multiple Exercise American Options by Linear Programming
  • Optimizing a Portfolio of Liquid and Illiquid Assets
  • Stabilization Implementable Decisions in Dynamic Stochastic Programming
  • The Growth Optimal Investment Strategy is Secure, Too
  • Heuristics for Portfolio Selection
  • Optimal Financial Decision Making under Uncertainty. .

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