Session WC-9: Methods and models in portfolio and risk management in stream OR in Finance and Insurance
Wednesday, 12:30-14:00Room: Clarendon SR 2.01
| Session chair(s): |
|
| 1258. Portfolio Optimization with Quality Constraints |
Marcel Marohn
[R] - Germany | accepted | ||
| 1375. Credit Scoring Model of Small Sized Firms Using Default Data during COVID-19 Pandemic |
Hiroumi Naganuma
[R] - Japan | accepted | ||
| Masaru Iwase
[] - Japan | ||||
| Masahiro Toshiro
[R] - Japan | ||||
| Shinsuke Sasaki
[] - Japan | ||||
| Kenzo Ogi
[] - Japan | ||||
| Norio Hibiki
[R] - Japan | ||||
| 385. A simulation approach to robust risk management of derivative products |
Bertrand Tavin
[R] - France | accepted | ||
| 2005. Optimizing Uncertain Multi-Period Portfolios Under a Conditional Value-at-Risk Measure |
Julián Benavides
[R] - Colombia | accepted | ||
| Anibal Sosa
[] - Colombia | ||||
| Andrés Salas
[] - Colombia | ||||