PUBLIKATIONEN

Pflug, Georg (Herausgeber*in) ; Mitra, Gautam (Herausgeber*in) ; Dempster, Michael (Herausgeber*in). / Quantitative Fund Management. London : CRC Press Taylor & Francis Group, 2009. 467 S.

Pflug, Georg (Herausgeber*in) ; Hochreiter, Ronald (Herausgeber*in). / Special Issue on Financial Optimization. Springer-Verlag Berlin, 2009. (Computational Management Science).

Bertocchi, Marida ; Pflug, Georg ; Vladimirou, Hercules. / Special issue on Stocastic Dynamic Modeling of Investments and Risks in Financial Markets Preface. in: Annals of Operations Research. 2009 ; Band 165, Nr. 1. S. 1-4.

Pflug, Georg ; Römisch, Werner. / The role of information in multi-period risk measurement. in: Stochastic Programming E-Print Series. 2009.

Kovacevic, Raimund ; Pflug, Georg. / Time consistency and information monotonicitiy of multiperiod acceptability functionals. Advanced Financial Modelling. Hrsg. / Wolfgang J. Runggaldier ; Walter Schachermayer. Band 8 Walter de Gruyter, 2009. S. 347-369 (Radon Series on Computational and Applied Mathematics).

Pflug, Georg. / Version-independence and nested distributions in multistage stochastic optimization. in: SIAM Journal on Optimization. 2009 ; Band 20, Nr. 3. S. 1406-1420.

Schabauer, Hannes ; Pflug, Georg ; Hochreiter, Ronald. / Parallelization of Pricing Path-Dependent Financial Instruments on Bounded Trinomial Lattices. Proceedings of the 8th International Conference on Computational Science (ICCS 2008). 2008.

Wozabal, David ; Pflug, Georg. / Ambiguity in portfolio selection. in: Quantitative Finance. 2007 ; Band 7, Nr. 4. S. 435-442.

Hochreiter, Ronald ; Pflug, Georg ; Paulsen, Volkert. / Design and Management of Unit-linked Life Insurance Contracts with Guarantees. Handbook of asset and liability management. Hrsg. / William T. Ziemba ; Stavros A. Zenios. Band 2 Amsterdam, Oxford : Elsevier, 2007. S. 627-662

Hochreiter, Ronald ; Pflug, Georg. / Financial scenario generation for stochastic multi-stage decision processes as facility location problems. in: Annals of Operations Research. 2007 ; Band 152, Nr. 1. S. 257-272.

Kaniovski, Yuriy ; Murgia, Maurizio ; Pflug, Georg. / Introduction. in: Journal of Banking & Finance. 2007 ; Band 31, Nr. 8. S. 2231-2232.

Dempster, Maureen A H ; Mitra, Gautam ; Pflug, Georg. / Introduction to the special issue on financial planning in a dynamical setting. in: Quantitative Finance. 2007 ; Band 7, Nr. 2. S. 111-112.

Dempster, Maureen A H ; Mitra, Gautam ; Pflug, Georg. / Introduction to the special issue on portfolio construction and risk management. in: Quantitative Finance. 2007 ; Band 7, Nr. 4. S. 357-358.

Pflug, Georg ; Römisch, Werner. / Modeling, Measuring and Managing Risk. World Scientific Publishing, 2007. 301 S.

Kaniovski, Yuriy ; Pflug, Georg. / Risk Assessment for credit portfolios: A coupled Markov chain model. in: Journal of Banking & Finance. 2007 ; Band 31, Nr. 8. S. 2303-2323.

Hochrainer, Stefan ; Mechler, Reinhard ; Pflug, Georg. / Sovereign financial disaster risk management: the case of Mexico. in: Environmental Hazards. 2007 ; Band 7, Nr. 1. S. 40-53.

Pflug, Georg (Herausgeber*in). / Special Issue on Finance and Decisions. Elsevier BV, North-Holland, 2007. (Journal of Banking & Finance).

Pflug, Georg. / Subdifferential representations of risk measures. in: Mathematical Programming. 2007 ; Band 108, Nr. 2-3. S. 339-354.

Pflug, Georg ; Mirkov, Radoslava. / Tree approximations of stochastic dynamic programs. in: SIAM Journal on Optimization. 2007 ; Band 18, Nr. 3 (October 2007). S. 1082-1105.

Pflug, Georg ; Hochreiter, Ronald ; Wozabal, David. / Multi-stage stochastic electricity optimziation in liberalized energy markets. in: IFIP Advances in Information and Communication Technology. 2006 ; Band 199. S. 219-226.

Pflug, Georg. / On distortion functionals. in: Statistics and Decisions: an international mathematical journal for stochastic methods and models. 2006 ; Nr. 24. S. 45-60.

Pflug, Georg ; Hochreiter, Ronald. / Polynomial algorithms for pricing path-dependent interest rate instruments. in: Computational Economics. 2006 ; Band 28, Nr. 3. S. 291-309.

Mechler, Reinhard ; Hochrainer, Stefan ; Linnerooth-Bayer, Joanne et al. / Public sector financial vulnerability to disaster: The IIASA CATSIM model. Measuring Vulnerability to Natiral Hazards. Towards disaster resilient Societies. Hrsg. / Jörg Birkmann. United Nations University, 2006. S. 380-398 (Bulletin of the Earthquake Research Institute, University of Tokyo).