113 search results - page 1 / 23 » Financial Optimization |
EOR
2006
15 years 22 days ago
2006
: In this paper, we develop a framework for the modeling, analysis, and computation of solutions to multitiered financial network problems with intermediaries in which both the sou...
83
Voted
GECCO
2008
Springer
15 years 1 months ago
2008
Springer
96
Voted
MOR
2006
15 years 20 days ago
2006
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
EOR
2011
14 years 4 months ago
2011
132
Voted
AUTOMATICA
2008
15 years 10 days ago
2008
This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maxi...