Kjetil Høyland

Publication Activity (10 Years)

Years Active: 2001-2003
Publications (10 Years): 0

Publications

Kjetil Høyland, Michal Kaut, Stein W. Wallace
A Heuristic for Moment-Matching Scenario Generation. Comput. Optim. Appl. 24 (2-3) (2003)
Stein-Erik Fleten, Kjetil Høyland, Stein W. Wallace
The performance of stochastic dynamic and fixed mix portfolio models. Eur. J. Oper. Res. 140 (1) (2002)
Kjetil Høyland, Stein W. Wallace
Generating Scenario Trees for Multistage Decision Problems. Manag. Sci. 47 (2) (2001)
Kjetil Høyland, Stein W. Wallace
Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model. Eur. J. Oper. Res. 134 (2) (2001)