University of St.Gallen
research platform alexandria
search publications
browse publications
by person
A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
 
by year

publications

Institute for Operations Research and Computational Finance (ior/cf-HSG)

title authors / eds. year type  
 
Stochastic Programming: Resolving Uncertainty with Ba... Karl Frauendorfer 1995 book chapter
   
Approximations of Profit-and-Loss Distributions (A Nu... Karl Frauendorfe... 1995 working report
   
The Stochastic Programming Extension of the Markowitz... Karl Frauendorfer 1995 conference paper
   
SG-Portfolio Test Problems for Stochastic Multistage ... Karl Frauendorfe... 1995 conference paper
   
Refinement Issues in Stochastic Multistage Linear Pro... Karl Frauendorfe... 1996 conference paper
   
Stochastic Programming Tutorial for Financial Decisio... Karl Frauendorfer 1996 journal paper
   
Barycentric Scenario Trees in Convex Multistage Stoch... Karl Frauendorfer 1996 journal paper
   
Stochastic Multistage Programming in Financial Decisi... Karl Frauendorfer 1996 journal paper
   
Approximations of Profit-and-Loss Distributions (Part II) Karl Frauendorfe... 1997 working report
   
Approximations of Profit-and-Loss Distributions (Mana... Karl Frauendorfe... 1997 working paper
   
Mean-Variance Analysis in a Multiperiod Setting Karl Frauendorfe... 1997 working paper
   
Inflecting No-Arbitrage in Terms of Linear Duality Karl Frauendorfe... 1997 working paper
   
Cash Management mittels stochastischer Optimierung Karl Frauendorfe... 1997 working paper
   
A Stochastic Optimization Model for the Investment of... Bruce Forrest, K... 1997 conference paper
   
Linear Duality, Term Structure, and Valuation Karl Frauendorfe... 1997 conference paper
   
Asset & Liability Management Karl Frauendorfer 1997 journal paper
   
Zweistufige Standortplanung unter Berücksichtigung vo... Arno Bruns 1998 thesis
   
Strategische Asset Allocation Karl Frauendorfe... 1998 working paper
   
 
page 1 2 3 4 5 6 7 8 of 8