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News Analytics Handbook Asset Liability Management Handbook
CARISMA with OptiRisk Systems has published a biannual Handbook on News Analytics in Finance (Wiley & Sons)
CARISMA with OptiRisk Systems has published a biannual Asset Liability Management: Handbook (Palgrave & MacMillan)


The Future Direction of Analytics
Introduction to Hedge Funds
History of Modelling Languages
UIMP: User Interface for Mathematical Programming
Sets and Indices in Linear Programming Modelling and their Integration with Relational Data Models
Portfolio Optimisation & Asset Allocation
Portfolio Optimisation
Computational Aspects of Alternative Portfolio Selection Models in the Presence of Discrete Asset Choice Constraints
Portfolio Construction Based on Stochastic Dominance and Target Return Distributions
Mean-Risk Models Using Two Risk Measures: A Multi-Objective Approach
Portfolio Selection Models: A Review and New Directions
Long-Short Portfolio Optimisation in the Presence of Discrete Asset Choice Constraints and two Risk Measures
Processing Second-Order Stochastic Dominance Models using Cutting Plane Representations
An Enhanced Model for Portfolio Choice with SSD Criteria: A Constructive Approach
Asset Liability Management& Liability Determined Investment
Asset-Liability Management (ALM) using Stochastic Programming (SP)
Models and Solution Methods for Liability Determined Investment
Measuring Pension Fund Performance using Risk-Adjusted Measurements
Evaluation and Simulation of Liability Determined Investment Models
Quantitative Methods for LDI Solutions
LDI: An Enterprise-Wide Risk Management Approach
Defined contribution schemes: Members alive and kicking! But is the fund dead?
Alternative Decision Models for Liability Driven Investment
Simulation and Performance Evaluation of Liability Driven Investment (LDI)
Employees Provident Funds of Singapore, Malaysia, India and Sri Lanka: A Comparative Study
Supply Chain Management
Supply Chain Planning and Management
Robust Solutions and Risk Measures for a Supply Chain Planning Problem Under Uncertainty
News Analytics
Equity Portfolio Risk (Volatility) Estimation Using Market Information and Sentiment
Applications of news analytics in Finance: A review
Automated Analysis of News to Compute Market Sentiment: Its Impact on Liquidity and Trading
Impact of News on Asset Behaviour: Return, Volatility and Liquidity in an Intra-day Setting
Scenario Generation
Scenario generation for Stochastic Programming
Scenario Generation for Financial Modelling Desirable Properties and A Case Study
Scenario Generation for Stochastic Programming and Simulation: A Modelling Perspective
Hidden Markov Models for Financial Optimisation Problems
HMM Based Scenario Generation for an Investment Optimisation Problem
Enhanced Indexation based on Second-Order Stochastic Dominance
Quadratic Programming
Quadratic Programming for Portfolio Planning: Insights into Algorithmic and Computational Issues. Part I  Solving a Family of QP Models
Quadratic Programming for Portfolio Planning: Insights into Algorithmic and Computational Issues. Part II Processing of Portfolio Planning Models with Discrete Constraints
Solution Algorithm
A Computational Study of a Solver System for Processing Two-Stage Stochastic LPs with Enhanced Benders Decomposition
Residual Risk Model
Modelling the Risk of Failure in Explosion Protection Installations
Case Studies
Finance PDF
Supply Chain PDF
Natural oil purchase policy PDF
Optimisation PDF
Scheduling PDF
Software Brochures
FortMP Optimisation System PDF
FortSP Solver PDF
News Analytics Toolkit PDF
Support and Solution Services PDF
AMPLDev Manual Extract PDF
Training Brochures
Robust Portfolio Optimisation PDF
LDI/ALM Workshop PDF
Risk Control & Acceptability Measures PDF
News Analytics PDF
Financial Risk Manager (FRM) Certification PDF
Optimisation Series 2007 (2008 dates TBA) PDF
Forum on Asset Liability Management PPT
Forum on News Analytics PPT
OptiRisk Company Profile PDF
OptiRisk Company Presentation PPT
OptiRisk Products Presentation PPT
Algorithmic Trading: Market Impact Models and Trade Scheduling PDF
Mathematical Programming Models for Asset and Liability Models PPT
SPInE, a combined paradigm of SP and simulation PDF
Scenario Generation for the Asset Allocation Problem PPT
Handling Second-Order Stochastic Dominance through cutting-plane representations PPT
Mathematical Programming Models for Asset and Liability Management PPT
Computational methods for processing two stage stochastic programming problems PPT