From Scenarios to Lattices: Flexibility in Portfolio Optimisation

Henri Hytönen; Toni Jarimo

From Scenarios to Lattices: Flexibility in Portfolio Optimisation

Henri Hytönen
, Toni Jarimo

VTT Technical Research Centre of Finland

Research output: Contribution to conference › Conference article › Scientific › peer-review

Original language	English
Publication status	Published - 2008
MoE publication type	Not Eligible
Event	International Federation of Operational Research Societies Conference 2008 (Ifors 2008) - Sandton, South Africa Duration: 13 Jul 2008 → 18 Jul 2008

Conference

Conference	International Federation of Operational Research Societies Conference 2008 (Ifors 2008)
Country/Territory	South Africa
City	Sandton
Period	13/07/08 → 18/07/08

Keywords

portfolio management
valuation
scenarios
dynamic optimisation

Cite this

@conference{13f5ae967b7f4788a2e76bca78861c02,

title = "From Scenarios to Lattices: Flexibility in Portfolio Optimisation",

keywords = "portfolio management, valuation, scenarios, dynamic optimisation",

author = "Henri Hyt{\"o}nen and Toni Jarimo",

note = "CA2: tk308; International Federation of Operational Research Societies Conference 2008 (Ifors 2008) ; Conference date: 13-07-2008 Through 18-07-2008",

year = "2008",

language = "English",

}