Alois Geyer

According to our database, Alois Geyer authored at least 5 papers between 2008 and 2014.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2014

No-arbitrage bounds for financial scenarios.

Alois Geyer, Michael Hanke, Alex Weissensteiner

Eur. J. Oper. Res., 2014

2013

Scenario tree generation and multi-asset financial optimization problems.

Alois Geyer, Michael Hanke, Alex Weissensteiner

Oper. Res. Lett., 2013

2010

No-arbitrage conditions, scenario trees, and multi-asset financial optimization.

Alois Geyer, Michael Hanke, Alex Weissensteiner

Eur. J. Oper. Res., 2010

2009

A stochastic programming approach for multi-period portfolio optimization.

Alois Geyer, Michael Hanke, Alex Weissensteiner

Comput. Manag. Sci., 2009

2008

The Innovest Austrian Pension Fund Financial Planning Model InnoALM.

Alois Geyer, William T. Ziemba

Oper. Res., 2008