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...
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...
Federated identity management allows a user to efficiently authenticate and use identity information from data distributed across multiple domains. The sharing of data across domai...
: Bremen, Federal State of Germany, is planning to set up a headquarter for GMES - Global Monitoring of Environment and Security. One goal of the Institute of Shipping Economics an...