361 search results - page 4 / 73 » Quantitative IT portfolio management |
ICASSP
2011
IEEE
12 years 11 months ago
2011
IEEE
We present fundamental concepts of risk and propose two methods for risk management of a portfolio in this paper. Moreover, we introduce their novel extensions to trading in multi...
ISIPTA
2005
IEEE
14 years 1 months ago
2005
IEEE
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
FC
2005
Springer
14 years 1 months ago
2005
Springer
Abstract. This work introduces a new tool for a fund manager to verifiably communicate portfolio risk characteristics to an investor. We address the classic dilemma: How can an in...
APVIS
2003
13 years 9 months ago
2003
In this paper techniques from multidimensional scaling and graph drawing are coupled to provide an overview-and-detail style method for visualising a high dimensional dataset whos...
ICCS
2004
Springer
14 years 1 months ago
2004
Springer
In this paper we develop a dynamic stochastic programming model for bond portfolio management. A new risk measurement-shortfall cost is put forward. It allows more tangible express...