Making real options work for practitioners: a generic model for valuing R&D projects
Schneider, Malte, Tejeda, Mauricio, Dondi, Gabriel, Herzog, Florian, Keel, Simon, Geering, Hans
Published in R & D management (01.01.2008)
Published in R & D management (01.01.2008)
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Journal Article
Solving ALM problems via sequential stochastic programming
Herzog, Florian, Dondi, Gabriel, Keel, Simon, Schumani, Lorenz M., Geering, Hans P.
Published in Quantitative finance (01.04.2007)
Published in Quantitative finance (01.04.2007)
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Journal Article
Fully Flexible Views in Multivariate Normal Markets
Meucci, Attilio, Ardia, David, Keel, Simon
Published in IDEAS Working Paper Series from RePEc (01.01.2013)
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Published in IDEAS Working Paper Series from RePEc (01.01.2013)
Paper
Model predictive control for portfolio selection
Herzog, F., Keel, S., Dondi, G., Schumann, L.M., Geering, H.P.
Published in 2006 American Control Conference (2006)
Published in 2006 American Control Conference (2006)
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Conference Proceeding
Sector rotation under partial information
Keel, S., Herzog, F., Geering, H.P., Schumann, L.M.
Published in 2006 American Control Conference (2006)
Published in 2006 American Control Conference (2006)
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Conference Proceeding