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Some financial optimization models: I Risk management
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Some financial optimization models: I Risk management (1993)Some financial optimization models: I Ris…Integration of sale and leaseback in the optimal design of supply chain networks (2013)Integration of sale and lease…LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications (2005)LP Modeling for Asset-Liabili…Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty (2000)Decreasing the sensitivity of…A stochastic programming model for funding single premium deferred annuities (1996)A stochastic programming mode…A model for portfolio management with mortgage-backed securities (1993)A model for portfolio managem…The financial analysts journal (1960)Optimal Multiperiod Portfolio Policies (1968)A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options (1990)Portfolio optimization via stochastic programming: Methods of output analysis (1999)Asset and liability modelling for participating policies with guarantees (2007)Pension fund management with hedging derivatives, stochastic dominance and nodal contamination (2018)Facility location and supply chain management – A review (2008)The design of robust value-creating supply chain networks: A critical review (2009)Design of sustainable supply chains under the emission trading scheme (2010)Multi-period distribution center location and scale decision in supply chain network (2016)A utility adjusted newsvendor model with stochastic demand (2019)A Dynamic Model for Bond Portfolio Management (1972)A Bank Asset and Liability Management Model (1986)Discretized reality and spurious profits in stochastic programming models for asset/liability management (1997)Options, Futures and Other Derivatives (2003)Developing a two stage stochastic programming model of the price and lead-time decision problem in the multi-class make-to-order firm (2011)Introduction to Stochastic Programming (2011)“Options, Futures, and Other Derivatives” (2016)Portfolio Selection: Efficient Diversification of Investments (1959)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Multistage Stochastic Mean-Variance Portfolio Analysis with Transaction Costs (2003)SAMS: Stochastic Analysis With Minimal Sampling—A Fast Algorithm for Analysis and Design Under Uncertainty (2004)Robust optimisation formulations for the design of an electric machine (2018)Theory of games and economic behavior (2019)
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  • 2005LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications56 cited
  • 1993A model for portfolio management with mortgage-backed securities47 cited
  • 1996A stochastic programming model for funding single premium deferred annuities45 cited
  • 2000Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty41 cited
  • 2013Integration of sale and leaseback in the optimal design of supply chain networks24 cited

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