Optimal financial decision making under uncertainty. ([2017])

• Record Type: Book
• Further Information: Note: Giorgio Consigli, Daniel Kuhn, Paolo Brandimarte, editors.
• Editors: Consigli, Giorgio; Kuhn, Daniel; Brandimarte, Paolo
• Other Names: École nationale supérieure des beaux-arts (France)
• Contents: Multi-period Risk Measures and Optimal Investment Policies -- Asset Price Dynamics: Shocks and Regimes -- Scenario Optimization Methods in Portfolio Analysis and Design -- Robust Approaches to Pension Fund Asset Liability Management under Uncertainty -- Liability-driven Investment in Longevity Risk Management -- Pricing Multiple Exercise American Options by Linear Programming -- Optimizing a Portfolio of Liquid and Illiquid Assets -- Stabilization Implementable Decisions in Dynamic Stochastic Programming -- The Growth Optimal Investment Strategy is Secure, Too -- Heuristics for Portfolio Selection -- Optimal Financial Decision Making under Uncertainty.
• Publisher Details: New York, NY : Springer Science+Business Media
• Publication Date: 2017
• Copyright Date: 2017
• Extent: 1 online resource, illustrations
• Subjects: 658.40301; Business; Operations research; Decision making; Mathematical optimization; Macroeconomics; Portfolio management; Business and Management; Operation Research/Decision Theory; Macroeconomics/Monetary Economics//Financial Economics; Optimization; Electronic books
• Languages: English
• ISBNs: 3319416138; 9783319416137
• Notes: Note: Description based on print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.