… is minimal, we add x to C and repeat, until D(x, C) exceeds a certain threshold level, in
which case the termination criterion is satisfied. Again, this criterion is based on a test of the …

As no algorithm can solve a general, smooth global optimization problem with certainty in
finite time, stochastic methods are of eminent importance in global optimization. In this chapter …

An interactive optimization system for planning bulk deliveries was implemented by Suiker
Unie, a farming cooperative that processes about 60 percent of the Dutch sugar beet crop. …

A flexible numerical integration method is proposed for the computation of moments of a
multivariate posterior density with different tail properties in different directions. The method (…

… definition of scenarios we refer to a theorem in Boender and Romeijn [2]. This theorem
states that in case of sufficiently many data the long term expected values, standard deviations …

In recent years there is a growing interest in the management of pension funds: The population
in the developed countries is ageing. In countries where the pension rights are financed …

This article reviews the history of exchange traded funds (ETFs) and also details how these
products operate and discusses some of their characteristics. Just 12 months ago, there were …

… Guus E. Boender has a distinguished academic career in the application of econometric
and optimization techniques in finance. ORTEC bv is a Dutch consulting firm that specializes in …

Dans la litttrature rtcente, le rendement et le risque de dkficit de portefeuilles qui contiennent
des produits dtrivts ont W t analysts aussi bien en thtorie qu'en rtalitb. Cet article examine …

In recent years there has been a growing interest in the management of pension funds. The
ageing population, new investment opportunities and closer monitoring by the plan sponsor …