Russell Gerrard

Publication Activity (10 Years)

Years Active: 2007-2023
Publications (10 Years): 3

Top Topics

Communication Systems

Statistical Dependence

Top Venues

Eur. J. Oper. Res.

J. Multivar. Anal.

Publications

Russell Gerrard, Ioannis Kyriakou, Jens Perch Nielsen, Peter Vodicka
On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. Eur. J. Oper. Res. 307 (2) (2023)
Russell Gerrard, Munir Hiabu, Ioannis Kyriakou, Jens Perch Nielsen
Communication and personal selection of pension saver's financial risk. Eur. J. Oper. Res. 274 (3) (2019)
Alexandru V. Asimit, Russell Gerrard
On the worst and least possible asymptotic dependence. J. Multivar. Anal. 144 (2016)
Lukasz Delong, Russell Gerrard
Mean-variance portfolio selection for a non-life insurance company. Math. Methods Oper. Res. 66 (2) (2007)