Items where Author is "Høyland, Kjetil"

Journal Article

Wallace, S W and Høyland, Kjetil and Ranberg, Erik (2004) Developing and implementing a stochastic decision-support model within an organizational context:part II -The organization. The Journal of Risk Finance, 5. pp. 58-63. ISSN 1526-5943

Høyland, Kjetil and Kaut, Michal and Wallace, S W (2003) A heuristic for moment-matching scenario generation. Computational Optimization and Applications, 24 (2-3). pp. 169-185. ISSN 0926-6003

Wallace, S W and Høyland, Kjetil and Ranberg, Erik (2003) Developing and implementing a stochastic decision-support model within an organizational context: Part I - The model. The Journal of Risk Finance, 4. pp. 55-60. ISSN 1526-5943

Contribution in Book/Report/Proceedings

Wallace, Stein W and Høyland, Kjetil (2007) Stochastic programming models for strategic and tactical asset allocation : a study from Norwegian life insurance. In: Handbook of Asset and Liability Management :. Elsevier, London, New York and Amsterdam, pp. 591-625. ISBN 9780444532480