Roy Kouwenberg

According to our database1, Roy Kouwenberg authored at least 5 papers between 2001 and 2017.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Rank-Dependent Utility and Risk Taking in Complete Markets.
SIAM J. Financial Math., 2017

2016
Ambiguity Attitudes in a Large Representative Sample.
Manag. Sci., 2016

2005
A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming.
Math. Program., 2005

2001
High-Performance Computing for Asset-Liability Management.
Oper. Res., 2001

Scenario generation and stochastic programming models for asset liability management.
Eur. J. Oper. Res., 2001


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