113 search results - page 1 / 23 » Financial Optimization |
EOR
2006
13 years 4 months ago
2006
: In this paper, we develop a framework for the modeling, analysis, and computation of solutions to multitiered financial network problems with intermediaries in which both the sou...
GECCO
2008
Springer
13 years 5 months ago
2008
Springer
MOR
2006
13 years 4 months ago
2006
We consider the problem of dynamically hedging the profits of a corporation when these profits are correlated with returns in the financial markets. In particular, we consider the...
EOR
2011
12 years 8 months ago
2011
AUTOMATICA
2008
13 years 4 months ago
2008
This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maxi...