Showing results 1 to 20 of 22
next >
Issue Date | Title | Author(s) |
2015 | An algorithm for moment-matching scenario generation with application to financial portfolio optimization | Date, P; Ponomareva, K; Roman, D |
2018 | ALM models based on second order stochastic dominance | Alwohaibi, M; Roman, D |
2014 | An asset and liability management (ALM) model using integrated chance constraints | Hussin, SAS; Mitra, G; Roman, D |
2012 | Employees Provident Fund (EPF) Malaysia: Generic models for asset and liability management under uncertainty | Sheikh Hussin, Siti Aida |
2013 | Enhanced indexation based on second-order stochastic dominance | Roman, D; Mitra, G; Zverovich, V |
2009 | Hidden Markov models for financial optimization problems | Roman, D; Mitra, G; Spagnolo, N |
2012 | HMM based scenario generation for an investment optimisation problem | Erlwein, C; Mitra, G; Roman, D |
2018 | A hybrid approach for solving mixed binary integer programming problems | Mat Shariff, Mastura Binti |
2018 | An interactive business intelligence platform for generic optimization based DSS : illustrated with a supply chain management problem | Swain, Ansuman |
2007 | Mean-risk models using two risk measures: A multi-objective approach | Roman, D; Darby-Dowman, K; Mitra, G |
2006 | Mean-risk models using two risk measures: A multi-objective approach | Roman, D; Mitra, G; Darby-Dowman, K |
2019 | Metaheuristic approach for solving scheduling and financial derivative problems | Lawrance Amaldass, Nareyus I |
2017 | Modelling the risk of underfunding in ALM models | Alwohaibi, Maram |
2024 | New Bayesian regression models for massive data and extreme longitudinal data | Chu, Yuanqi |
2017 | Novel approaches for portfolio construction using second order stochastic dominance | Roman, D; Arbex Valle, C; Mitra, G |
2004 | Portfolio optimisation models and properties of return distributions | Roman, D; Darby-Dowman, K; Mitra, G |
2016 | Portfolio optimisation using risky assets with options as derivative insurance | Maasar, MA; Roman, D; Date, P |
2009 | Portfolio selection models: A review and new directions | Roman, D; Mitra, G |
2011 | Processing second-order stochastic dominance models using cutting-plane representations | Fabian, CI; Mitra, G; Roman, D |
2019 | Risk minimisation using options and risky assets | Maasar, Mohd Azdi |