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IOR
2002
39views more  IOR 2002»
14 years 10 months ago
On the Relation Between Option and Stock Prices: A Convex Optimization Approach
Dimitris Bertsimas, Ioana Popescu
CISS
2008
IEEE
15 years 9 days ago
Portfolio diversification using subspace factorizations
Abstract-- Successful investment management relies on allocating assets so as to beat the stock market. Asset classes are affected by different market dynamics or latent trends. Th...
Ruairi de Frein, Konstantinos Drakakis, Scott Rick...
MSOM
2010
65views more  MSOM 2010»
14 years 5 months ago
The Optimal Composition of Influenza Vaccines Subject to Random Production Yields
The Vaccine and Related Biologic Products Advisory Committee meets at least once a year to decide the composition of the influenza vaccine in the U.S. Past evidence suggests that ...
Soo-Haeng Cho