The Academic Failure to Understand Rebalancing
AllAboutAlpha: Hedge Fund Trends & Alternative Investment Analysis,
By Michael Edesess, Ph.D, Managing Partner / Special Advisor at M1K LLC. Perhaps the most universally accepted investing…
Stochastic Programming
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Linear Programming Under Uncertainty
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Altmetric BadgeChapter 2 A Probabilistic Lower Bound for Two-Stage Stochastic Programs
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Altmetric BadgeChapter 3 Simulation-Based Optimality Tests for Stochastic Programs
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Altmetric BadgeChapter 4 Stochastic Decomposition and Extensions
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Altmetric BadgeChapter 5 Barycentric Bounds in Stochastic Programming: Theory and Application
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Altmetric BadgeChapter 6 Stochastic Programming Approximations Using Limited Moment Information, with Application to Asset Allocation
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Altmetric BadgeChapter 7 Stability and Scenario Trees for Multistage Stochastic Programs
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Altmetric BadgeChapter 8 Risk Aversion in Two-Stage Stochastic Integer Programming
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Altmetric BadgeChapter 9 Portfolio Optimization with Risk Control by Stochastic Dominance Constraints
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Altmetric BadgeChapter 10 Single-Period Mean–Variance Analysis in a Changing World
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Altmetric BadgeChapter 11 Mean–Absolute Deviation Model
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Altmetric BadgeChapter 12 Multistage Financial Planning Models: Integrating Stochastic Programs and Policy Simulators
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Altmetric BadgeChapter 13 Growth–Security Models and Stochastic Dominance
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Altmetric BadgeChapter 14 Production Planning Under Supply and Demand Uncertainty: A Stochastic Programming Approach
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Altmetric BadgeChapter 15 Global Climate Decisions Under Uncertainty
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Altmetric BadgeChapter 16 Control of Diffusions via Linear Programming