Optimal Financial Decision Making under Uncertainty

The scope of this volume is primarily to analyze from different methodological perspectives  similar valuation and optimization problems arising in financial applications, aimed at facilitating a theoretical and computational integration between methods largely regarded as alternatives. Increasingly in recent years, financial management problems such as strategic asset allocation, asset-liability management, as well as asset pricing problems, have  been presented in the literature adopting formulation and solution approaches rooted in stochastic programming, robust optimization, stochastic dynamic programming (including approximate SDP) methods, as well as policy rule optimization, heuristic approaches and others. The aim of the volume is to facilitate the comprehension of  the modeling and methodological potentials of those methods, thus their common assumptions and peculiarities, relying on similar financial problems. The volume will address different valuation problems common in finance related to: asset pricing, optimal portfolio management, risk measurement, risk control and asset-liability management.

The volume features chapters of theoretical and practical relevance clarifying recent advances in the associated applied field from different standpoints, relying on similar valuation problems and, as mentioned, facilitating a mutual and beneficial methodological and theoretical knowledge transfer. The distinctive aspects of the volume can be summarized as follows:
Strong benchmarking philosophy, with contributors explicitly asked to underline current limits and desirable developments in their areas.
Theoretical contributions, aimed at advancing the state-of-the-art in the given domain with a clear potential for applications
The inclusion of an algorithmic-computational discussion of issues arising on similar valuation problems across different methods.
Variety of applications: rarely is it possible within a single volume to consider and analyze different, and possibly competing, alternative optimization techniques applied to well-identified financial valuation problems.
Clear definition of the current state-of-the-art in each methodological and applied area to facilitate future research directions.

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Optimal Financial Decision Making Under Uncertainty


Optimal Financial Decision Making Under Uncertainty Download Now

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Author by : Giorgio Consigli
Languange Used : en
Release Date : 2016-10-17
Publisher by : Springer






Financial Decision Making Under Uncertainty


Financial Decision Making Under Uncertainty Download Now

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Author by : ANDERSON WEBSTER
Languange Used : en
Release Date : 2014-06-28
Publisher by : Academic Press






Financial Decision Making Under Uncertainty


Financial Decision Making Under Uncertainty Download Now

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Author by : ANDERSON WEBSTER
Languange Used : en
Release Date : 2014-06-28
Publisher by : Academic Press






Decision Making Under Uncertainty In Financial Markets


Decision Making Under Uncertainty In Financial Markets Download Now

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Author by : Jonas Ekblom
Languange Used : en
Release Date : 2018-10-05
Publisher by : Linköping University Electronic Press






Decision Making Under Uncertainty In Electricity Markets


Decision Making Under Uncertainty In Electricity Markets Download Now

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Author by : Antonio J. Conejo
Languange Used : en
Release Date : 2010-09-08
Publisher by : Springer Science & Business Media






Handbook Of Recent Advances In Commodity And Financial Modeling


Handbook Of Recent Advances In Commodity And Financial Modeling Download Now

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Author by : Giorgio Consigli
Languange Used : en
Release Date : 2017-09-30
Publisher by : Springer






Decision Making Under Uncertainty


Decision Making Under Uncertainty Download Now

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Author by : Mykel J. Kochenderfer
Languange Used : en
Release Date : 2015-07-17
Publisher by : MIT Press






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