361 search results - page 3 / 73 » Quantitative IT portfolio management |
HICSS
2008
IEEE
14 years 2 months ago
2008
IEEE
“Don’t put all your eggs in one basket” is common wisdom with respect to financial portfolio theory. The configuration of customer portfolios with regard to appropriate risk...
WSC
2004
13 years 9 months ago
2004
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
CIG
2005
IEEE
14 years 1 months ago
2005
IEEE
The game of Monopoly® is a turn-based game of chance with a substantial element of skill. Though much of the outcome of any single game is determined by the rolling of dice, an ef...
EOR
2008
13 years 7 months ago
2008
We develop a multi-stage stochastic programming model for international portfolio management in a dynamic setting. We model uncertainty in asset prices and exchange rates in terms...
WSC
2004
13 years 9 months ago
2004
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...