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Introduction: Optimization and Risk Modelling

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References

  1. G. Mitra, T. Kyriakis, and C. Lucas, “A Review of Portfolio Planning: Models and systems,” an invited chapter, in Advances in Portfolio Construction and Implementation. S.E. Satchell and A.E. Scowcroft (Eds.), Butterworth & Heinmann, Oxford, 2003, pp. 1–39.

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  4. G. Mitra, P. Valente, and C.A. Poojari, “The SPInE: Stochastic Programming System,” in MPS-SIAM-Series in Optimization, Special Issue—Application of Stochastic Programming. S. Wallace and W.T. Ziemba (Eds.), 2005 (to appear).

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Authors and Affiliations

  1. CARISMA: The Centre for the Analysis of Risk and Optimisation Modelling Applications, Brunel University, Uxbridge, Middlesex, UB8 3PH, UK

    Gautam Mitra (Guest Editor)

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  1. Gautam Mitra
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Mitra, G. Introduction: Optimization and Risk Modelling. Comput Optim Applic 32, 5–8 (2005). https://doi.org/10.1007/s10589-005-2051-x

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  • DOI: https://doi.org/10.1007/s10589-005-2051-x

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