Kajiji Nina

Nina Kajiji

Information about the author Nina Kajiji will soon be added to the site.
Found 4 papers in total
On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios
On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios
2014
A dynamic portfolio policy is one that periodically rebalances an optimally...
Neural network architures for efficient modeling of FX futures options volatility
Neural network architures for efficient modeling of FX futures options volatility
2003
The importance of volatility modeling is evidenced by the voluminous literature on...
Evolving Economy Bank Asset–Liability and Risk Management Under Uncertainty with Hierarchical Objectives and Nonlinear Pricing
Evolving Economy Bank Asset–Liability and Risk Management Under Uncertainty with Hierarchical Objectives and Nonlinear Pricing
2002
Quantitative modelling of the asset–liability management (ALM) problem faced by...
A nonlinear goal programming model for efficient asset–liability management of property–liability insurers
A nonlinear goal programming model for efficient asset–liability management of property–liability insurers
2005
Optimization of the firm-level asset–liability model (ALM) is an important part...
Papers per page: