Arjan Berkelaar

发表

Sensitivity Analysis in (Degenerate) Quadratic Programming

B. Jansen, T. Terlaky, Arjan Berkelaar, 1996 .

Basis- and tripartition identification for quadratic programming and lineair complementary problems; From an interior solution to an optimal basis and viceversa

B. Jansen, T. Terlaky, Arjan Berkelaar, 1996 .

Polynomial primal-dual cone affine scaling for semidefinite programming

Shuzhong Zhang, J. Sturm, Arjan Berkelaar, 1999 .

The Optimal Set and Optimal Partition Approach to Linear and Quadratic Programming

T. Terlaky, Arjan Berkelaar, Kees Roos, 1996 .

Retirement Saving with Contribution Payments and Labor Income as a Benchmark for Investments

Arjan Berkelaar, Roy Kouwenberg, 2003 .

Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds

Arjan Berkelaar, K. Nyholm, J. Coche, 2010 .

Dynamic Asset Allocation and Downside-Risk Aversion

Arjan Berkelaar, Roy Kouwenberg, 2000 .

A liability-relative drawdown approach to pension asset liability management

Arjan Berkelaar, Roy Kouwenberg, 2010 .

Optimal Portfolio Choice under Loss Aversion

Arjan Berkelaar, T. Post, Roy Kouwenberg, 2000, Review of Economics and Statistics.

A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming

Roy Kouwenberg, Shuzhong Zhang, Joaquim A. S. Gromicho, 2005, Math. Program..

From Boom 'til Bust: How Loss Aversion Affects Asset Prices

Arjan Berkelaar, Roy Kouwenberg, 2000 .

A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming

Shuzhong Zhang, Arjan Berkelaar, Cees Dert, 1999, Oper. Res..

From boom til bust: how loss aversion affects asset prices

Arjan Berkelaar, Roy Kouwenberg, 2009 .

Basis- and partition identification for quadratic programming and linear complementarity problems

Tamás Terlaky, Kees Roos, Benjamin Jansen, 1999, Math. Program..

Approach to Pension Asset Liability Management

Arjan Berkelaar, Roy Kouwenberg, 2011 .

A Primal-Dual Decomposition-Based Interior Point Approach to Two-Stage Stochastic Linear Programming

Shuzhong Zhang, Arjan Berkelaar, C. Dert, 1999, Operational Research.