The MIIS Eprints Archive: Metadata Visibility matches "Always Show" AND Problem Sectors matches "Finance"
http://www.maths-in-industry.org/miis/
OAI Site description has not been configured.
Fri, 19 Dec 2014 20:10:24 +0000Fri, 19 Dec 2014 20:10:24 +0000enWed, 05 Mar 2014 01:06:06 +0000Credit Scorecard for Corporate Clients based on Industries
http://www.maths-in-industry.org/miis/639/
http://www.maths-in-industry.org/miis/639/Janicijevic, S. and Luzanin, Z. and Pereverzyev, S. and Stojkovska, I. and Tepavcevic, A. (2014) Credit Scorecard for Corporate Clients based on Industries. [Study Group Report]Wed, 05 Mar 2014 00:50:29 +0000Optimization of commodity portfolio management
http://www.maths-in-industry.org/miis/638/
http://www.maths-in-industry.org/miis/638/Desnica, Z. and Krejić, N. and Krklec Jerinkić, N. and Marković, B. and Nedeljkov, M. and Ovcin, Z. and Pavić-Čolić, M. and Piwarska, K. and Vla Panić, K. (2014) Optimization of commodity portfolio management. [Study Group Report]Wed, 05 Mar 2014 00:38:40 +0000Optimization of Collateral Value Distribution
http://www.maths-in-industry.org/miis/637/
http://www.maths-in-industry.org/miis/637/Bošnjak, I. and Krejić, N. and Milanović, M. and Nikolić, N. and Petković, P. and Rakić, D. (2014) Optimization of Collateral Value Distribution. [Study Group Report]Wed, 05 Mar 2014 00:28:02 +0000Optimization of ATM filling-in with cash
http://www.maths-in-industry.org/miis/636/
http://www.maths-in-industry.org/miis/636/Broda, P. and Levajković, T. and Kresoja, M. and Marčeta, M. and Mena, H. and Nikolić, M. and Stojančević, T. (2014) Optimization of ATM filling-in with cash. [Study Group Report]Thu, 20 Jun 2013 22:08:27 +0100Problem from Standard and Poor’s
http://www.maths-in-industry.org/miis/614/
http://www.maths-in-industry.org/miis/614/Bhatt, G.S. and Brimlow, J. and Estervig, B. and Caraba, E. and Ghavami, A. and Fan, S. and Ho, N. and Gong, H. and Lenhoff, I. and Huang, Z. and Liang, C. and Sanders, J. and Jin, S. and Wang, Y. and Rossi, R. and Yao, G. and Takeuchi, M. and Yao, L. and Tenali, G. and Duffy, D. and Varga, K. and Fok, P.-W. and Zhao, T. and Please, C.P. (2012) Problem from Standard and Poor’s. [Study Group Report]Mon, 29 Oct 2012 16:46:17 +0000Approximate solution to a hybrid model with stochastic volatility: a singular-perturbation strategy
http://www.maths-in-industry.org/miis/595/
http://www.maths-in-industry.org/miis/595/Fatima, T and Grzelak, L and Hendriks, H (2009) Approximate solution to a hybrid model with stochastic volatility: a singular-perturbation strategy. [Study Group Report]Wed, 29 Feb 2012 18:32:51 +0000Evaluation of Target Date Funds
http://www.maths-in-industry.org/miis/572/
http://www.maths-in-industry.org/miis/572/Cisneros-Molina, M. and Huang, H. and Salisbury, T. (2008) Evaluation of Target Date Funds. [Study Group Report]Wed, 29 Feb 2012 18:30:24 +0000Portfolio Optimization
http://www.maths-in-industry.org/miis/571/
http://www.maths-in-industry.org/miis/571/Tsuil, L. K. and Chadam, J. (2008) Portfolio Optimization. [Study Group Report]Mon, 30 Jan 2012 16:32:17 +0000Testing and finding the generating functions of an option pricing mechanism through market data
http://www.maths-in-industry.org/miis/525/
http://www.maths-in-industry.org/miis/525/Peng, S. (2006) Testing and finding the generating functions of an option pricing mechanism through market data. [Study Group Report]Mon, 30 Jan 2012 16:14:47 +0000Risk and Return Performance Attribution for Cross Border Investment Portfolio
http://www.maths-in-industry.org/miis/516/
http://www.maths-in-industry.org/miis/516/Lamper, D. (2002) Risk and Return Performance Attribution for Cross Border Investment Portfolio. [Study Group Report]