S. Keel

Making Real Options Work for Practitioners: A Generic Model for Valuing R&D Projects

Florian Herzog, Gabriel Dondi, Malte Schneider, 2007 .

An Introduction to the Generalized Margin Risk

David Ardia, S. Keel, 2012 .

OPTIMAL PORTFOLIO CONSTRUCTION UNDER PARTIAL INFORMATION FOR A BALANCED FUND

Florian Herzog, H. Geering, L. Schumann, 2007 .

Sector rotation under partial information

Florian Herzog, H. Geering, L. Schumann, 2006, 2006 American Control Conference.

Model predictive control for portfolio selection

H.P. Geering, F. Herzog, S. Keel, 2006, 2006 American Control Conference.

Solving ALM problems via sequential stochastic programming

Hans P. Geering, Florian Herzog, Gabriel Dondi, 2007 .

Fully Flexible Views in Multivariate Normal Markets

David Ardia, S. Keel, Attilio Meucci, 2013 .