Showing results 4 to 22 of 22
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| Issue Date | Title | Author(s) |
| 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 |
| 11-Apr-2020 | Risk minimisation using options and risky assets | Roman, D; Maasar, M; Date, P |
| 11-May-2022 | Scenario Generation for Asset and Liability Management Models Applied to a Saudi Arabian Pension Fund | Alwohaibi, M; Roman, D; Peluso, A |
