Berkelaar, Arjan B. (Arjan Bastiaan), 1972-
VIAF ID: 286823167 ( Personal )
Permalink: http://viaf.org/viaf/286823167
Preferred Forms
Works
Title | Sources |
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Arbitrage and sampling uncertainty in financial stochastic programming models | |
Dynamic asset allocation and down-side risk aversion | |
From boom til bust : how loss aversion affects asset prices | |
Investing in a real world with mean-reverting inflation | |
Optimal portfolio choice under loss aversion | |
The optimal set and optimal partition approach to linear and quadratic programming | |
Polynomial primal-dual cone affine scaling for semidefinite programming | |
Retirement saving with contribution payments and labor income as a benchmark for investments | |
Sensitivity analysis in (degenerate) quadratic programming |