Roy Kouwenberg

Publication Activity (10 Years)

Years Active: 2001-2017
Publications (10 Years): 2

Top Topics

Utility Function

Representative Set

Top Venues

SIAM J. Financial Math.

Publications

Xue Dong He, Roy Kouwenberg, Xun Yu Zhou
Rank-Dependent Utility and Risk Taking in Complete Markets. SIAM J. Financial Math. 8 (1) (2017)
Stephen G. Dimmock, Roy Kouwenberg, Peter P. Wakker
Ambiguity Attitudes in a Large Representative Sample. Manag. Sci. 62 (5) (2016)
Arjan Berkelaar, Joaquim A. S. Gromicho, Roy Kouwenberg, Shuzhong Zhang
A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming. Math. Program. 104 (1) (2005)
Roy Kouwenberg
Scenario generation and stochastic programming models for asset liability management. Eur. J. Oper. Res. 134 (2) (2001)
Jacek Gondzio, Roy Kouwenberg
High-Performance Computing for Asset-Liability Management. Oper. Res. 49 (6) (2001)