Výsledky vyhledávání - "Weissensteiner, Alex"

Elektronická kniha

Chapter Population ageing and sustainability in South Tyrol: measuring the economic implications of an ageing society

Autor: Cavrini, Giulia, Cisotto, Elisa, Weissensteiner, Alex

Meeting the challenge of population ageing requires a better understanding of frailty and disability, and appropriate strategies to ensure the resilience of the health and social care system, without destabilising public finances or over-burdening th

Externí odkaz: https://library.oapen.org/handle/20.500.12657/74897

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Akademický článek

No-Arbitrage Bounds for Financial Scenarios

Autor: Geyer, Alois, Hanke, Michael, Weissensteiner, Alex

We derive no-arbitrage bounds for expected excess returns to generate scenarios used in financial applications. The bounds allow to distinguish three regions: one where arbitrage opportunities will never exist, a second where arbitrage may be present

Externí odkaz: http://epub.wu.ac.at/4387/1/EJOR%2DD%2D13%2D01517.pdf

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Akademický článek

Scenario Tree Generation and Multi-Asset Financial Optimization Problems

Autor: Geyer, Alois, Hanke, Michael, Weissensteiner, Alex

We compare two popular scenario tree generation methods in the context of financial optimization: Moment matching and scenario reduction. Using a simple problem with a known analytic solution, we find that moment matching - accompanied by a check to

Externí odkaz: http://epub.wu.ac.at/4131/1/scenrednum25_SSRN.pdf

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