Industrial Engineering and Operations Research

MS Operations Research and Quantitative Finance

Stony Brook University

News: Stochastic programming community: http://t.co/IyJfqOsI #quant

445 days ago - #quant - Twitter Search

Stochastic programming community: http://t.co/IyJfqOsI #quant

News: Stochastic programming community: http://t.co/IyJfqOsI #quant

445 days ago - Twitter Search > Quant

Stochastic programming community: http://t.co/IyJfqOsI #quant

Blog: Information flow in a network model and the law of diminishing marginal returns

Econophysics Forum 446 days ago

News: arXiv: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1... http://t.co/2j6SiLlU

447 days ago - MoneyScience Twitter Stream

moneyscience: arXiv: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1... http://t.co/2j6SiLlU

News: arXiv: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1... http://t.co/2j6SiLlU

447 days ago - MoneyScience Twitter

moneyscience: arXiv: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1... http://t.co/2j6SiLlU

Blog: arXiv: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1... http://t.co/2j6SiLlU

MoneyScience 447 days ago

News: arXiv: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1... http://t.co/2j6SiLlU

447 days ago - MoneyScience Twitter Stream

moneyscience: arXiv: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1... http://t.co/2j6SiLlU

News: moneyscience: arXiv: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1... http://t.co/2j6SiLlU

447 days ago - Twitter / moneyscience

moneyscience: arXiv: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1... http://t.co/2j6SiLlU

News: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1 [q-fin.RM])

447 days ago - q-fin updates on arXiv.org

In this paper, the market extension of set-valued risk measures for models with proportional transaction costs is linked with set-valued risk minimization problems. As a parti...

Blog: Risk minimization and set-valued average value at risk via linear vector optimization. (arXiv:1202.5702v1 [q-fin.RM])

Quantitative Finance at arXiv 447 days ago