Alois Geyer

Publication Activity (10 Years)

Years Active: 2008-2014
Publications (10 Years): 0

Top Topics

Confidence Bounds

Worst Case Bounds

Tree Construction

Optimization Problems

Top Venues

Oper. Res. Lett.

Eur. J. Oper. Res.

Publications

Alois Geyer, Michael Hanke, Alex Weissensteiner
No-arbitrage bounds for financial scenarios. Eur. J. Oper. Res. 236 (2) (2014)
Alois Geyer, Michael Hanke, Alex Weissensteiner
Scenario tree generation and multi-asset financial optimization problems. Oper. Res. Lett. 41 (5) (2013)
Alois Geyer, Michael Hanke, Alex Weissensteiner
No-arbitrage conditions, scenario trees, and multi-asset financial optimization. Eur. J. Oper. Res. 206 (3) (2010)
Alois Geyer, Michael Hanke, Alex Weissensteiner
A stochastic programming approach for multi-period portfolio optimization. Comput. Manag. Sci. 6 (2) (2009)
Alois Geyer, William T. Ziemba
The Innovest Austrian Pension Fund Financial Planning Model InnoALM. Oper. Res. 56 (4) (2008)