Strategic financial risk management and operations research
- 16 February 1997
- journal article
- review article
- Published by Elsevier BV in European Journal of Operational Research
- Vol. 97 (1), 1-16
- https://doi.org/10.1016/s0377-2217(96)00222-6
Abstract
No abstract availableThis publication has 37 references indexed in Scilit:
- Testing for continuous-time models of the short-term interest rateJournal of Empirical Finance, 1995
- Simulated Moments Estimation of Markov Models of Asset PricesEconometrica, 1993
- Solving multistage stochastic networks: An application of scenario aggregationNetworks, 1991
- Parallel processors for planning under uncertaintyAnnals of Operations Research, 1990
- Dynamic Strategies for Asset AllocationCFA Magazine, 1988
- Mean-Variance Versus Direct Utility MaximizationThe Journal of Finance, 1984
- stochastic quasigradient methods and their application to system optimization†Stochastics, 1983
- An Equilibrium Model of Bond Pricing and a Test of Market EfficiencyJournal of Financial and Quantitative Analysis, 1982
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- Lifetime Portfolio Selection By Dynamic Stochastic ProgrammingThe Review of Economics and Statistics, 1969