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Journal paper
Kovacevic, R., & Paraschiv, F. (2014). Medium-term planning for thermal electricity production. OR Spectrum, 2014(forthcoming, online seit 08.13), 1-37, DOI:10.1007/s00291-013-0340-9.
   
Gratwohl, A., Baldomero, H., Gratwohl, M., Aljurf, M., Bouzas, L., Horowitz, M., Kodera, Y., Lipton, J., Iida, M., Pasquini, M., Passweg, J., Szer, J., Madrigal, A., Frauendorfer, K., & Niederwieser, D. (2013). Quantitative and Qualitative Differences in Use and Trends of Hematopoietic Stem Cell Transplantation: A Global Observational Study. Haematologica, 98(8), 1282-1290, DOI:10.3324/haematol.2012.076349.
   
Paraschiv, F. (2013). Adjustment Policy of Deposit Rates in the Case of Swiss Non-maturing Savings Accounts. Journal of Applied Finance & Banking, 3(3), 271-323.
   
Paraschiv, F. (2012). Modeling non-maturing savings volumes. Economics and Finance Review, 2(05/2012), 100-105.
   
Baldomero, H., Gratwohl, M., Gratwohl, A., Tichelli, A., Niederwieser, D., Madrigal, A., & Frauendorfer, K. (2011). The EBMT Activity Survey 2009: Trends over the Past 5 Years. Bone Marrow Transplantation, 46(4), 485-501, DOI:10.1038/bmt.2011.11.
   
Gratwohl, A., Baldomero, H., Aljurf, M., Pasquini, M., Bouzas, L., Yoshimi, A., Szer, J., Lipton, J., Schwendener, A., Gratwohl, M., Frauendorfer, K., Niederwieser, D., Horowitz, M., & Kodera, Y. (2010). Hematopoietic Stem Cell Transplantation: A Global Perspective. Journal of the American Medical Association (JAMA), 303(16), 1617-1624, DOI:10.1001/jama.2010.491.
   
Gratwohl, A., Schwendener, A., Baldomero, H., Gratwohl, M., Apperley, J., Niederwieser, D., & Frauendorfer, K. (2010). Changes in the use of hematopoietic stem cell transplantation: a model for diffusion of medical technology. Haematologica, 95(4), 637-643, DOI:10.3324/haematol.2009.015586.
   
Wiesemann, W., Kuhn, D., & Rustem, B. (2010). Maximizing the net present value of a project under uncertainty. European Journal of Operational Research, 202(2), 356-367, DOI:10.1016/j.ejor.2009.05.045.
   
Kuhn, D., & Luenberger, D. G. (2010). Analysis of the rebalancing frequency in log-optimal portfolio selection. Quantitative Finance, 10(2), 221-234, DOI:10.1080/14697680802629400.
   
Kuhn, D. (2009). An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time. Mathematics of Operations Research, 34(2), 428-444.
   
Kuhn, D. (2009). Convergent Bounds for Stochastic Programs with Expected Value Constraints. Journal of Optimization Theory and Applications, 141(3), 597-618.
   
Kuhn, D., Parpas, P., Rustem, B., & Fonseca, R. (2009). Dynamic Mean-Variance Portfolio Analysis under Model Risk. Journal of Computational Finance(12 (4)), 91-115.
   
Kuhn, D., & Haarbrücker, G. (2009). Valuation of electricity swing options by multistage stochastic programming. Automatica(45 (4)), 889-899.
   
Kuhn, D. (2008). Aggregation and discretization in multistage stochastic programming. Mathematical Programming, Series A(113 (1)), 61-94.
   
Kuhn, D., Parpas, P., & Rustem, B. (2008). Bound-Based Decision Rules in Multistage Stochastic Programming. Kybernetika(44(2)), 34-150.
   
Gratwohl, A., Baldomero, H., Schwendener, A., Gratwohl, M., Apperley, J., Niederwieser, D., & Frauendorfer, K. (2007). Predictability of hematopoietic stem cell transplantation rates. Haematologica, 92(12), 1679-1686, DOI:10.3324/haematol.11260.
   
Gratwohl, A., Baldomero, H., Schwendener, A., Gratwohl, M., Urbano-Ispizua, A., & Frauendorfer, K. (2007). Hematopoietic stem cell transplants for chronic myeloid leukemia in Europe – Impact of cost considerations. Leukemia(21), 383-386, DOI:10.1038/sj.leu.2404509.
   
Gratwohl, A., Baldomero, H., Schwendener, A., Gratwohl, M., Apperley, J., Niederwieser, D., & Frauendorfer, K. (2007). Predictability of Hematopoitetic Stem Cell Transplantation Rates. Haematologica, 92(12), 1679-1686, DOI:10.3324/haematol.11260.
   
Frauendorfer, K., Jacoby, U., & Schwendener, A. (2007). Regime Switching based Portfolio Selection for Pension Funds. Journal of Banking and Finance, 31(8), 2265-2280.
   
Kuhn, D. (2006). Convergent Bounds for Stochastic Programs with Expected Value Constraints. The Stochastic Programming E-Print Series (SPEPS)(22), 34.
   
Kuhn, D. (2006). Aggregation and Discretization in Multistage Stochastic Programming. Mathematical Programming, Series A (Forthcoming), 34.
   
Linowsky, K., & Philpott, A. B. (2005). On the Convergence of Sampling-Based Decomposition Algorithms for Multistage Stochastic Programs. Journal of Optimization Theory and Applications, 125(2), 349-366.
   
Frauendorfer, K., Haarbrücker, G., Kuhn, D., & Kiske, K. (2005). Swing-Optionen im Elektrizitätsmarkt - Bewertung und optimale Ausübung komplexer Stromderivate. e|m|w Zeitschrift für Energie, Markt, Wettbewerb, 5(0), 70-74.
   
Frauendorfer, K., Güssow, J., Haarbrücker, G., & Kuhn, D. (2005). Stochastische Optimierung im Energiehandel: Entscheidungsunterstützung und Bewertung für das Portfoliomanagement. e|m|w Zeitschrift für Energie, Markt, Wettbewerb, 1(0), 59-66.
   
Frauendorfer, K., Keel, A., & Schmid, O. (2004). Hohe Modellrisiken. Schweizer Bank, 19(6), 48-50.
   
Jacoby, U., & Keel, A. (2004). Welche Zielrenditen sind realistisch?. Schweizer Personalvorsorge, 17(4), 33-39.
   
Jacoby, U., Keel, A., & Frauendorfer, K. (2004). Zusatzstudie im Auftrag für das Bundesamt für Sozialversicherung. Aufarbeitung der Schnittstellen zwischen dem Projekt 'Optimierung der Aufsicht' und der 'Studie über die kurz- und mittelfristigen Finanzierungsrisiken von Vorsorgeeinrichtungen, Schlussbericht, Universität St. Gallen, 2003. Soziale Sicherheit AWP(14), 2.
   
Jacoby, U., Keel, A., & Frauendorfer, K. (2004). Studie im Auftrag für das Bundesamt für Sozialversicherung über die kurz- und mittelfristigen Finanzierungsrisiken von Vorsorgeeinrichtungen - Eine Analyse unter besonderer Berücksichtigung des Einflusses der technischen Parameter. Soziale Sicherheit AWP(11), 66.
   
Frauendorfer, K., & Haarbrücker, G. (2003). Solving Sequences of Refined Multistage Stochastic Linear Programs. Annals of Operations Research, 124(1), 133-163.
   
Frauendorfer, K., & Schürle, M. (2003). Management of non-maturing deposits by multistage stochastic programming. European Journal of Operational Research, 151(3), 602-616.
   
Kuhn, D., Chtchelkatchev, N. M., Lesovik, G. B., & Blatter, G. (2001). Supercurrents Through Gated Superconductor-Normal-Metal-Superconductor Contacts: the Josephson Transistor. Physical Review B, 63(5), 0545200.
   
Frauendorfer, K., & Haarbrücker, G. (2000). Test Problems in Stochastic Multistage Programming. Optimization, 47(3/4), 267-285.
   
Frauendorfer, K., & Schürle, M. (2000). Term Structure Models in Multistage Stochastic Programming: Estimation and Approximation. Annals of Operations Research, 100(1), 189-209.
   
Frauendorfer, K., & Siede, H. (1999). Portfolio Selection Using Multi-Stage Stochastic Programming. Central European Journal of Operations Research, 7(4), 277-289.
   
Frauendorfer, K., & Schmid, O. (1998). Strukturanpassung im Finanzbereich. THEXIS, Fachzeitschrift für Marketing, 15(2), 58-59.
   
Frauendorfer, K. (1997). Asset & Liability Management. OR-News(1), 23-26.
   
Frauendorfer, K. (1996). Stochastic Programming Tutorial for Financial Decision Making (The Saddle Property of Optimal Profits). Central European Journal for Operational Research and Economics, 4(2-3), 199-221.
   
Frauendorfer, K. (1996). Barycentric Scenario Trees in Convex Multistage Stochastic Programming. Mathematical Programming, 75(2), 277-294.
   
Frauendorfer, K. (1996). Stochastic Multistage Programming in Financial Decision Making. Zeitschrift für Angewandte Mathematik und Mechanik (ZAMM), 76, 21-24.
   
dissertazione
Cutaia, M. (2007). Szenariogenerierung in der mehrstufigen stochastischen Optimierung, Universität St. Gallen, Thesis. Bamberg: Difo-Druck GmbH.
   
Ostermaier, G. (2005). Electric Power System Scheduling by Multistage Stochastic Programming - An Optimization Approach to Profitability in Volatile Electricity Markets, Universität St. Gallen, Thesis. Bamberg, DE: Difo-Druck GmbH.
   
Wirth, P. (2004). Prognosemodelle in der mehrstufigen stochastischen Optimierung, Universität St. Gallen, Thesis. Bamberg, DE: Difo-Druck GmbH.
   
Grollmann, M. (2003). Parallelisierte Bewertung von Zinsderivaten im Modell von Heath-Jarrow-Morton, Universität St. Gallen, Thesis. Bamberg, DE: Difo-Druck GmbH.
   
Güssow, J. (2001). Power System Operation and Trading in competitive Energy Markets, Universität St. Gallen, Thesis. Bamberg, DE: Difo-Druck GmbH.
   
Haarbrücker, G. (2000). Sequentielle Optimierung verfeinerter Approximationen in der mehrstufigen stochastischen linearen Programmierung, Universität St. Gallen, Thesis. Bamberg, DE: Difo-Druck GmbH.
   
Wahl, C. (1999). Bestandesmanagement in Distributionssystemen mit dezentraler Disposition, Universität St. Gallen, Thesis. Bamberg, DE: Difo-Druck GmbH.
   
Bruns, A. (1998). Zweistufige Standortplanung unter Berücksichtigung von Tourenplanungsaspekten : primale Heuristiken und lokale Suchverfahren, Universität St. Gallen, Thesis. Bamberg: Difo-Druck GmbH.
   
libro
Jacoby, U. (2005). Stochastische Liability-Modelle für Vorsorgeeinrichtungen. Bern: Haupt.
   
Schmid, O. (2005). Management der Unternehmensliquidität: ein Ansatz der stochastischen mehrstufigen Optimierung. Bern, CH: Verlag Paul Haupt. - ISBN 3-258-06247-1.
   
Kuhn, D. (2005). Generalized Bounds for Convex Multistage Stochastic Programs. Berlin, DE: Springer-Verlag. - ISBN 3-540-22540-4.
   
Schürle, M. (1998). Zinsmodelle in der stochastischen Optimierung : mit Anwendungen im Asset- & Liability-Management. Bern, CH: Haupt. - ISBN 3-258-05906-3.
   
capitolo libro
Schürle, M., & Paraschiv, F. (2014). Optimising risk and return of non-maturing products by dynamic replication. In The Handbook of ALM in Banking: Interest Rates, Liquidity and the Balance Sheet (pp. 139-185). London: Risk Books. - ISBN 978-1-78272011-9.
   
Paraschiv, F. (2013). Price dynamics in electricity markets. In Handbook of Risk Management in Energy Production and Trading (pp. 47-69). Heidelberg: Springer Science, DOI:10.1007/978-1-4614-9035-7_3. - ISBN 978-1-4614-9034-0.
   
Frauendorfer, K., Kuhn, D., & Schürle, M. (2011). Barycentric Bounds in Stochastic Programming: Theory and Application. In Stochastic programming: the state of the art in honor of George B. Dantzig (pp. 67-96). New York, NY: Springer Science+Business Media, LLC. - ISBN 978-1-4419-1641-9.
   
Kuhn, D., Parpas, P., & Rustem, B. (2008). Stochastic optimization of investment planning problems in the electric power industry. In Energy Systems Engineering (pp. 215-230). Weinheim: Wiley-VCH. - ISBN 978-3-527-31694-6.
   
Kuhn, D., Parpas, P., & Rustem, B. (2008). Threshold Accepting Approach to Improve Bound-based Approximations for Portfolio Optimization. In Computational Methods in Financial Engineering (pp. 3-26). Berlin, Heidelberg: Springer. - ISBN 978-3-540-77957-5.
   
Frauendorfer, K., & Güssow, J. (2008). Clean Valuation with Regard to EU Emission Trading. In Optimization in the Energy Industry (pp. 461-483). Berlin-Heidelberg-New York: Springer. - ISBN 978-3-540-88964-9.
   
Bloechlinger, L. (2007). A Coherent Spot/Forward Price Model with Regime-Switching. In Waldmann, K. H., & Stocker, U. (Eds.), Operations Research Proceedings 2006 (pp. 271-280). Berlin: Springer. - ISBN 978-3-540-69994-1.
   
Frauendorfer, K., & Schürle, M. (2007). Dynamic modelling and optimization of non-maturing accounts. In Matz, L., & Neu, P. (Eds.), Liquidity Risk Measurement and Management: A Practitioner's Guide to Global Best Practices (pp. 327-359). Singapore: Wiley. - ISBN 0-470-82182-5.
   
Frauendorfer, K., & Schürle, M. (2005). Refinancing Mortgages in Switzerland. In Applications of Stochastic Programming (pp. 445-469). Philadelphia: SIAM Society for Industrial and Applied Mathematics. - ISBN 0-89871-555-5.
   
Frauendorfer, K., & Haarbrücker, G. (2005). Numerical Techniques in Applied Multistage Stochastic Programming. In Dzemyda, G., Saltenis, V., & Zilinskas, A. (Eds.), Stochastic and Global Optimization (pp. 111-127). Dordrecht, NL: Kluwer Academic Publishers. - ISBN 1-4020-0484-2.
   
Frauendorfer, K., Haarbrücker, G., & Schmid, O. (2004). Management Science: Quantitative Methoden. In Dubs, R., Euler, D., Rüegg-Stürm, J., & Wyss, C. (Eds.), Einführung in die Managementlehre - Band 5 (pp. 191-243). Bern: Haupt. - ISBN 3-258-06999-9.
   
Schmid, O. (2002). Multistage Stochastic Optimization Model for the Cash Management Problem. In Computational Methods in Decision-Making, Economics and Finance (pp. 47-74). Dordrecht, NL: Kluwer Academic Publishers. - ISBN 1-4020-0839-2.
   
Frauendorfer, K., & Schürle, M. (2001). Stochastic linear programs with recourse and arbitrary multivariate distributions. In Parkalos, P., & Floudas, C. A. (Eds.), Encyclopedia of Optimization - Volume 5 (pp. 314-319). Dordrecht, NL: Kluwer Academic Publishers. - ISBN 0-7923-6932-7.
   
Frauendorfer, K., & Schürle, M. (2001). Multistage stochastic programming: Barycentric approximation. In Parkalos, P., & Floudas, C. A. (Eds.), Encyclopedia of Optimization - Volume 3 (pp. 576-580). Dordrecht, NL: Kluwer Academic Publishers. - ISBN 0-7923-6932-7.
   
Frauendorfer, K., & Schürle, M. (2001). Stochastic Optimization in Asset & Liability Management: A Model for Non-Maturing Accounts. In Ziemba, W., & Mulvey, J. (Eds.), Probabilistic Constrained Optimization: Methodology and Applications (pp. 67-101). Dordrecht, NL: Kluwer Academic Publishers. - ISBN 0-7923-6644-1.
   
Frauendorfer, K., & Schürle, M. (1998). Barycentric Approximation of Stochastic Interest Rate Processes. In Mulvey, J., & Ziemba, W. (Eds.), World Wide Asset and Liability Modelling (pp. 231-262). Cambridge, UK: Cambridge University Press. - ISBN 0-521-57187-1.
   
Frauendorfer, K. (1995). Stochastic Programming: Resolving Uncertainty with Barycentric Approximation. In Prix Latsis universitaires. 1995, présentation des travaux des trois lauréats / Fondation Latsis internationale (pp. 17-29). Genève: Fondation Latsis internationale.
   
papier de conférence
Spacey, S. A., Luk, W., Kelly, P. H., & Kuhn, D. (2009). Rapid Design Space visualisation through hardware/software partitioning. In 2009 5th Southern Conference on Programmable Logic (SPL), pp.159-164: Institute of Electrical and Electronics Engineers (IEEE). - ISBN 978-1-4244-3847-1.
   
Wiesemann, W., Hochreiter, R., & Kuhn, D. (2008). A Stochastic Programming Approach for QoS-Aware Service Composition. In , pp.226-233. Los Alamitos: IEEE Computer Society. - ISBN 978-0-7695-3156-4.
   
Kuhn, D. (2005). Numerical Methods to Increase the Value Added. In Proceedings of the Energy Talks Ossiach '05, pp.9. Wien: CBSC Unternehmensberatung.
   
Schürle, M. (2005). Dynamic Replication of Non-Maturing Assets and Liabilities. In Operations Research Proceedings 2005, pp.217-222. Berlin: Springer. - ISBN 3-540-32537-9.
   
Frauendorfer, K., Güssow, J., & Kuhn, D. (2003). Energy Business and Finance Policy - Parallels in Methodology and Duties. In Forschung im Verbund, Schriftenreihe Band 85, pp.124-137. Wien: Forschung im Verbund.
   
Frauendorfer, K., Haarbrücker, G., & Ostermaier, G. (2003). Sistema de Gerenciamento para a Geração e a Comercialização de Energia Elétrica sob Instabilidate. In Livro do 3° Simpósio Internacional de Energia 2003, pp.76-93. São Paulo, BR: VDI Associação Técnica Brasil-Alemanha.
   
Frauendorfer, K., Güssow, J., Haarbrücker, G., Kuhn, D., & Ostermaier, G. (2002). Umsetzung stochastischer Optimierungsmethoden in der Energiewirtschaft. In VDI-Berichte Nr. 1688: IT-Lösungen für die Energiewirtschaft in liberalisierten Märkten, pp.141-151. Düsseldorf, DE: VDI-Gesellschaft Energietechnik. - ISBN 3-18-091688-5.
   
Frauendorfer, K., & Ostermaier, G. (2001). Mehrstufige Stochastische Programmierung in der Energiewirtschaft - ein flexibler Optimierungsansatz unter verschiedenen unsicheren Einflussfaktoren. In VDI-Berichte Nr. 1594: Fortschrittliche Energiewandlung und -anwendung, pp.615-624. Düsseldorf, DE: VDI-Gesellschaft Energietechnik. - ISBN 3-18-091594-3.
   
Frauendorfer, K., & Güssow, J. (2000). Stochastic Multistage Programming in the Operation and Management of a power system. In Stochastic Optimization Techniques: Numerical Methods and Technical Applications; Lecture Notes in Economics and Mathematical System, Vol. 513, pp.199-222. Berlin, DE: Springer-Verlag. - ISBN 3-540-42889-5.
   
Frauendorfer, K., Güssow, J., & Ostermaier, G. (1999). Stochastic Optimization in Dispatching of Complex Power Systems. In Energiesymposium Ossiach 1999, Forschung im Verbund, Schriftenreihe Band 61. Wien, AT: Österreichische Elektrizitätswirtschaft Aktiengesellschaft.
   
Forrest, B., Frauendorfer, K., & Schürle, M. (1997). A Stochastic Optimization Model for the Investment of Savings Account Deposits. In Operations Research Proceedings 1997, pp.382-387. Berlin, DE: Springer-Verlag. - ISBN 3-540-64240-4.
   
Frauendorfer, K., & Gaese, R. (1997). Linear Duality, Term Structure, and Valuation. In Operations Research Proceedings 1997, pp.13-18. Berlin, DE: Springer-Verlag. - ISBN 3-540-64240-4.
   
Frauendorfer, K., & Marohn, C. (1996). Refinement Issues in Stochastic Multistage Linear Programming. In Stochastic Programming Methods and Technical Applications; Lecture Notes in Economics and Mathematical Systems, Vol. 458, pp.305. Berlin, DE: Springer-Verlag. - ISBN 3-540-63924-1.
   
Frauendorfer, K. (1995). The Stochastic Programming Extension of the Markowitz Approach. In Neural Network World - International Journal on Neural and Mass-Parallel computing and Information Systems, pp.449-460. Prag, CZ: Institute of Information and Computer Technology ASCR; Faculty of Transport, Czech Polytechnic University, Prague.
   
Frauendorfer, K., Härtel, F., Reiff, M. F., & Schürle, M. (1995). SG-Portfolio Test Problems for Stochastic Multistage Linear Programming. In Operations Research Proceedings 1995, pp.102-107. Berlin, DE: Springer-Verlag. - ISBN 3-540-60806-0.
   
discussion paper
Schwendener, A. (2006). Regime-Switching-Modell für die Schätzung von Marktdynamiken.
   
bozza lavoro
Paraschiv, F. (2013). Spot-forward model for electricity prices: Working Papers on Finance, 2013/11, University of St. Gallen, School of Finance.
   
Paraschiv, F., & Qin, M. (2013). Extreme spillover between shadow banking and regular banking: Working Papers on Finance No. 2013/12, University of St. Gallen, School of Finance..
   
Daviou, A., & Paraschiv, F. (2013). Investors Behavior under Changing Market Volatility: WORKING PAPERS ON FINANCE NO. 2013/13, University of St. Gallen, School of Finance.
   
Paraschiv, F., & Schürle, M., ior/cf (Eds.), (2010). Modeling client rate and volumes of non-maturing accounts. Working Paper Series: Universität St. Gallen.
   
Kuhn, D., Parpas, P., & Rustem, B. (2007). Dynamic Mean-Variance Portfolio Analysis under Model Risk.
   
Bloechlinger, L., ior/cf-HSG, University of St. Gallen (Eds.), (2007). BIT@EPI.DYNAMICS: Estimation Procedures for the Price Model.
   
Kuhn, D. (2007). An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time.
   
Bloechlinger, L., Haarbrücker, G., & Liebenberger, C., ior/cf-HSG, University of St. Gallen (Eds.), (2007). BIT@EPI.VPP: A Software Package for the Valuation of Energy Contracts - User Manual.
   
Bloechlinger, L., Haarbrücker, G., & Kuhn, D., ior/cf-HSG, University of St. Gallen (Eds.), (2007). BIT@EPI.VPP: A Software Package for the Valuation of Energy Contracts - Mathematical Documentation.
   
Bloechlinger, L., Haarbrücker, G., & Kuhn, D., ior/cf-HSG, University of St. Gallen (Eds.), (2007). BIT@EPI.HYDRO: A Software Tool for the Optimization of Hydro Power Plants.
   
Bloechlinger, L., ior/cf-HSG, University of St. Gallen (Eds.), (2007). Calibration of the Pilipovic Dynamics (Management Summary).
   
Frauendorfer, K., & Vinarsky, A., ior/cf-HSG, University of St. Gallen (Eds.), (2007). Risk Measurement in Electricity Markets.
   
Kuhn, D., & Luenberger, D. G. (2006). Analysis of the Rebalancing Frequency in Log-Optimal Portfolio Selection.
   
Haarbrücker, G., & Kuhn, D., ior/cf-HSG (Eds.), (2006). Valuation of Electricity Swing Options by Multistage Stochastic Programming.
   
Bloechlinger, L., Haarbrücker, G., & Frauendorfer, K., ior/cf-HSG (Eds.), (2006). Vertragsbewertung in der Stromwirtschaft unter Anwendung der stochastischen Optimierung.
   
Haarbrücker, G. (2002). Sequences of Barycentrically Discretized Multistage Stochastic Linear Programs: Accuracy Evolution within Financial Applications. St. Gallen, CH: Institute for Operations Research, University of St. Gallen.
   
 
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