Kjetil Høyland

According to our database, Kjetil Høyland authored at least 4 papers between 2001 and 2003.

Collaborative distances:

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

2003

A Heuristic for Moment-Matching Scenario Generation.

Kjetil Høyland, Michal Kaut, Stein W. Wallace

Comput. Optim. Appl., 2003

2002

The performance of stochastic dynamic and fixed mix portfolio models.

Stein-Erik Fleten, Kjetil Høyland, Stein W. Wallace

Eur. J. Oper. Res., 2002

2001

Generating Scenario Trees for Multistage Decision Problems.

Kjetil Høyland, Stein W. Wallace

Manag. Sci., 2001

Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model.

Kjetil Høyland, Stein W. Wallace

Eur. J. Oper. Res., 2001