Oldenkamp Bart

Bart Oldenkamp

Information about the author Bart Oldenkamp will soon be added to the site.
Found 2 papers in total
A primal–dual decomposition-based interior point approach to two-stage stochastic linear programming
2002
Decision making under uncertainty is a challenge faced by many decision makers....
Optimal guaranteed return portfolios and the casino effect
2000
In this paper we address the problem of determining optimal portfolios that may...
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