Agnieszka Karolina Konicz

Publication Activity (10 Years)

Years Active: 2015-2015
Publications (10 Years): 3

Top Topics

Portfolio Optimization

Stochastic Programming

Investment Strategies

Optimal Control

Top Venues

Comput. Manag. Sci.

Eur. J. Oper. Res.

Publications

Agnieszka Karolina Konicz, David Pisinger, Kourosh Marjani Rasmussen, Mogens Steffensen
A combined stochastic programming and optimal control approach to personal finance and pensions. OR Spectr. 37 (3) (2015)
Agnieszka Karolina Konicz, David Pisinger, Alex Weissensteiner
Optimal annuity portfolio under inflation risk. Comput. Manag. Sci. 12 (3) (2015)
Agnieszka Karolina Konicz, John M. Mulvey
Optimal savings management for individuals with defined contribution pension plans. Eur. J. Oper. Res. 243 (1) (2015)