De Palma, André; Prigent, Jean-Luc Standardized versus customized portfolio: a compensating variation approach. (English) Zbl 1163.91392 Ann. Oper. Res. 165, 161-185 (2009). MSC: 91B28 PDFBibTeX XMLCite \textit{A. De Palma} and \textit{J.-L. Prigent}, Ann. Oper. Res. 165, 161--185 (2009; Zbl 1163.91392) Full Text: DOI
Flåm, Sjur Didrik Pooling, pricing and trading of risks. (English) Zbl 1163.91433 Ann. Oper. Res. 165, 145-160 (2009). MSC: 91B30 91A12 90C15 PDFBibTeX XMLCite \textit{S. D. Flåm}, Ann. Oper. Res. 165, 145--160 (2009; Zbl 1163.91433) Full Text: DOI
Bellalah, Mondher; Wu, Zhen A simple model of corporate international investment under incomplete information and taxes. (English) Zbl 1163.91379 Ann. Oper. Res. 165, 123-143 (2009). MSC: 91B28 91B64 PDFBibTeX XMLCite \textit{M. Bellalah} and \textit{Z. Wu}, Ann. Oper. Res. 165, 123--143 (2009; Zbl 1163.91379) Full Text: DOI
Iaquinta, Gaetano; Lamantia, Fabio; Massabò, Ivar; Ortobelli, Sergio Moment based approaches to Value the Risk of contingent claim portfolios. (English) Zbl 1163.91404 Ann. Oper. Res. 165, 97-121 (2009). MSC: 91B28 91B30 PDFBibTeX XMLCite \textit{G. Iaquinta} et al., Ann. Oper. Res. 165, 97--121 (2009; Zbl 1163.91404) Full Text: DOI
Krzemienowski, Adam Risk preference modeling with conditional average: An application to portfolio optimization. (English) Zbl 1163.91410 Ann. Oper. Res. 165, 67-95 (2009). MSC: 91G10 91B30 PDFBibTeX XMLCite \textit{A. Krzemienowski}, Ann. Oper. Res. 165, 67--95 (2009; Zbl 1163.91410) Full Text: DOI
Barro, Diana; Canestrelli, Elio Tracking error: a multistage portfolio model. (English) Zbl 1163.91378 Ann. Oper. Res. 165, 47-66 (2009). MSC: 91B28 90C15 PDFBibTeX XMLCite \textit{D. Barro} and \textit{E. Canestrelli}, Ann. Oper. Res. 165, 47--66 (2009; Zbl 1163.91378) Full Text: DOI
Šmíd, Martin The expected loss in the discretization of multistage stochastic programming problems—estimation and convergence rate. (English) Zbl 1163.90676 Ann. Oper. Res. 165, 29-45 (2009). MSC: 90C15 PDFBibTeX XMLCite \textit{M. Šmíd}, Ann. Oper. Res. 165, 29--45 (2009; Zbl 1163.90676) Full Text: DOI
Dupačová, Jitka; Polívka, Jan Asset-liability management for Czech pension funds using stochastic programming. (English) Zbl 1163.90681 Ann. Oper. Res. 165, 5-28 (2009). MSC: 90C15 91B28 PDFBibTeX XMLCite \textit{J. Dupačová} and \textit{J. Polívka}, Ann. Oper. Res. 165, 5--28 (2009; Zbl 1163.90681) Full Text: DOI Link