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Portfolio Management

Publications Belonging to the Area of Research

Andreas Mitschele, Ingo Österreicher, Frank Schlottmann, Detlef Seese
Heuristic Optimization of Reinsurance Programs and Implications for Reinsurance Buyers
In Waldmann, Karl-Heinz; Stocker, Ulrike M., Operations Research Proceedings 2006, pages: 287--292, Springer, Mai, 2007

Boris Motik, Alexander Maedche, Raphael Volz
A Conceptual Modeling Approach for Semantics-Driven Enterprise Applications
Proceedings of the First International Conference on Ontologies, Databases and Application of Semantics (ODBASE-2002), Springer, LNAI

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Andreas Mitschele, Frank Schlottmann, Detlef Seese
Integrated Risk Management: Risk Aggregation and Allocation using Intelligent Systems
In E. Kontoghiorghes, B. Rustem, P. Winker, Computational Methods in Financial Engineering, pages 317-342, Springer, 2008

Stephan K. Chalup, Andreas Mitschele
Kernel methods in finance
In D. Seese, C. Weinhardt, F. Schlottmann, Handbook on Information Technology in Finance, pages 655-687, Springer, International Handbooks on Information Systems, Berlin, August, 2008

Frank Schlottmann, Detlef Seese
Finding constrained downside risk-return efficient credit portfolio structures using hybrid multi-objective evolutionary computation
In G. Bol; G. Nakhaeizadeh; S. Rachev; T. Ridder; K.-H. Vollmer, Credit risk: measurement, evaluation and management, pages 231-266, Physica, Heidelberg, 2003

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Detlef Seese, Frank Schlottmann
The building blocks of complexity: a unified criterion and selected applications in risk management
Complexity 2003: Complex Behaviour in Economics Conference, Aix-en-Provence, France, Mai, 2003

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