Author of the publication

Handbooks in Operations Research and Management Science

, and . Volume 9, chapter Chapter 15 Asset and liability allocation in a global environment, page 435--463. Elsevier, (1995)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Robust Optimization of Large-Scale Systems., , and . Operations Research, 43 (2): 264-281 (1995)An Asset and Liability Management System for Towers Perrin-Tillinghast., , and . Interfaces, 30 (1): 96-114 (2000)Applying the progressive hedging algorithm to stochastic generalized networks., and . Ann. Oper. Res., 31 (1): 399-424 (1991)A distributed algorithm for convex network optimization problems., and . Parallel Comput., 6 (1): 45-56 (1988)Optimizing Multidocument Summarization by Blending Reinforcement Learning Policies., , , and . IEEE Trans. Artif. Intell., 4 (3): 416-427 (June 2023)Improving performance for long-term investors: wide diversification, leverage, and overlay strategies, , and . Quantitative Finance, 7 (2): 175--187 (2007)Research on alternative investments at Princeton. Quantitative Finance, 2 (3): 174--176 (2002)A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges., , , , , , and . CoRR, (2024)Dynamic asset allocation for varied financial markets under regime switching framework., , and . Eur. J. Oper. Res., 234 (2): 450-458 (2014)Handbooks in Operations Research and Management Science, and . Volume 9, chapter Chapter 15 Asset and liability allocation in a global environment, page 435--463. Elsevier, (1995)