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Portfoliomanagement/en

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Portfolio Management





Publications Belonging to the Area of Research

inproceedings
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
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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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incollection
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
(Details)


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
(Details)


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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misc
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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