Optimal Financial Decision Making under Uncertainty

Edited by Giorgio Consigli (), Daniel Kuhn () and Paolo Brandimarte ()

in International Series in Operations Research and Management Science from Springer, currently edited by Camille C. Price, Joe Zhu and Frederick S. Hillier

Date: 2017
ISBN: 978-3-319-41613-7
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Chapters in this book:

Ch Chapter 1 Multi-Period Risk Measures and Optimal Investment Policies

Zhiping Chen, Giorgio Consigli, Jia Liu, Gang Li, Tianwen Fu and Qianhui Hu

Ch Chapter 10 Heuristics for Portfolio Selection

Manfred Gilli and Enrico Schumann

Ch Chapter 11 Optimal Financial Decision Making Under Uncertainty

Giorgio Consigli, Daniel Kuhn and Paolo Brandimarte

Ch Chapter 2 Asset Price Dynamics: Shocks and Regimes

Leonard MacLean and Yonggan Zhao

Ch Chapter 3 Scenario Optimization Methods in Portfolio Analysis and Design

Giuseppe Carlo Calafiore

Ch Chapter 4 Robust Approaches to Pension Fund Asset Liability Management Under Uncertainty

Dessislava Pachamanova, Nalan Gülpınar and Ethem Çanakoğlu

Ch Chapter 5 Liability-Driven Investment in Longevity Risk Management

Helena Aro and Teemu Pennanen

Ch Chapter 6 Pricing Multiple Exercise American Options by Linear Programming

Monia Giandomenico and Mustafa Ç. Pınar

Ch Chapter 7 Optimizing a Portfolio of Liquid and Illiquid Assets

John M. Mulvey, Woo Chang Kim and Changle Lin

Ch Chapter 8 Stabilizing Implementable Decisions in Dynamic Stochastic Programming

Michael A. H. Dempster, Elena A. Medova and Yee Sook Yong

Ch Chapter 9 The Growth Optimal Investment Strategy Is Secure, Too

László Györfi, György Ottucsák and Harro Walk

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DOI: 10.1007/978-3-319-41613-7

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