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Johan Hagenbjörk
ORCID
Publication Activity (10 Years)
Years Active: 2019-2022
Publications (10 Years): 2
Top Topics
Portfolio Optimization
Uniformly Distributed
Stochastic Programming
Chance Constrained
Top Venues
Comput. Manag. Sci.
Eur. J. Oper. Res.
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Publications
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Jörgen Blomvall
,
Johan Hagenbjörk
Reducing transaction costs for interest rate risk hedging with stochastic programming.
Eur. J. Oper. Res.
302 (3) (2022)
Johan Hagenbjörk
,
Jörgen Blomvall
Simulation and evaluation of the distribution of interest rate risk.
Comput. Manag. Sci.
16 (1-2) (2019)