Optimal Financial Decision Making under Uncertainty
Giorgio Consigli • Daniel Kuhn • Paolo Brandimarte Editors
This volume includes chapters by several distinguished colleagues addressing different financial management and valuation problems arising in modern financial markets. When this volume was first conceived, it was motivated by an increasing heterogeneity of mathematical and methodological approaches applied to often rather similar financial optimization problems. In proposing this project to Springer, we aimed at facilitating, when appropriate, a theoretical and computational inte- gration of those methods. To provide a relatively focused book content, the areas of strategic asset allocation, asset-liability management, and asset pricing were considered as reference topic areas.