Publications
- Output analysis and stress testing for mean-variance efficient portfolios2012 | Faculty of Mathematics and Physics
- Notes on asymptotic properties of approximated stochastic programs2012 | Faculty of Mathematics and Physics
- Uncertainties in minimax stochastic programs2011 | Faculty of Mathematics and Physics
- A Nonparametric Model for Analysis of the EURO Bond Market2003 | Faculty of Mathematics and Physics
- Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study2001 | Faculty of Mathematics and Physics
- Stability properties of a bond portfolio management problem2001 | Faculty of Mathematics and Physics
- From data to model and back to data: a bond portfolio management problem2001 | Faculty of Mathematics and Physics
- On generating scenarios for bond portfolios2000 | Faculty of Mathematics and Physics
- Applications of stochastic programming: Achievements and questions2000 | Faculty of Mathematics and Physics
- Sensitivity analysis of a bond portfolio model for the Italian market2000 | Faculty of Mathematics and Physics
Loading network view...
