Helmut Mausser und Oleksandr Romanko - Info zur Person

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Academic seminar “Scenario-Based Financial Value-at ...Kyiv School of Economics

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Coauthors: Helmut Mausser, Lead Mathematician, IBM Risk Analytics and Oleksandr Romanko, Senior Research Analyst, Risk Analytics – Business Analytics, ...

Advances and Trends in Optimization with Engineering ...google.de

books.google.de

... risk management optimization 149 Applications of Conic Linear Optimization in Financial Engineering Oleksandr Romanko and Helmut Mausser Introduction.

Cognitive user interface for portfolio optimizationEconStor

www.econstor.eu

von Y He · · Zitiert von: 1 — Burmeister, Curt, Helmut Mausser, and Oleksandr Romanko Using trading costs to construct better replicating portfolios. In.

Using Trading Costs to Construct Better Replicating PortfoliosSociety of Actuaries

www.soa.org

von C Burmeister · · Zitiert von: 7 — Helmut Mausser. Quantitative Research, Algorithmics Inc. Oleksandr Romanko. Quantitative Research, Algorithmics Inc. Presented at.

cvar proxies for minimizing scenario-based value-at-riskSociety of Actuaries in Ireland

web.actuaries.ie

von H Mausser · · Zitiert von: 7 — Helmut Mausser and Oleksandr Romanko. Quantitative Research, Risk Analytics, Business Analytics, IBM Spadina Avenue, Toronto, ON M5T2C6, Canada.

IBM Centers for Advanced Studies: CASCON 2013

www-927.ibm.com

Chairs Oleksandr Romanko, Helmut Mausser, Alexander Kreinin. The recent global financial crisis has made risk management and financial ...

CVaR proxies for minimizing scenario-based Value-at-RiskAmerican Institute of Mathematical Sciences

www.aimsciences.org

von H Mausser · · Zitiert von: 7 — Citation: Helmut Mausser, Oleksandr Romanko. CVaR proxies for minimizing scenario-based Value-at-Risk. Journal of Industrial and Management Optimization, ...

JEL C63

www.defaultrisk.com

Iscoe, Ian, Alexander Kreinin, Helmut Mausser, Oleksandr Romanko, "Portfolio Credit-risk Optimization", Forthcoming: Journal of Banking & Finance. Analytical ...

Portfolio Credit-risk Optimization

www.defaultrisk.com

Iscoe, Ian, Alexander Kreinin, Helmut Mausser, Oleksandr Romanko, "Portfolio Credit-risk Optimization", Journal of Banking & Finance, Vol. 36, No. 6, (June ...

Robust scenario-based value-at-risk optimization - ProQuest

www.proquest.com

Oleksandr Romanko Helmut Mausser. Published online: 24 June IBM Corp Abstract This paper develops and tests a heuristic algorithm for ...

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Helmut Mausser und Oleksandr Romanko Person-Info