113 search results - page 1 / 23 » Financial Optimization |
EOR
2006
13 years 11 months 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...
GECCO
2008
Springer
13 years 12 months ago
2008
Springer
MOR
2006
13 years 10 months 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
13 years 2 months ago
2011
AUTOMATICA
2008
13 years 10 months 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...