Kourosh Marjani Rasmussen
Kourosh Marjani Rasmussen
Verified email at dtu.dk
Cited by
Cited by
Mortgage loan portfolio optimization using multi-stage stochastic programming
KM Rasmussen, J Clausen
Journal of Economic Dynamics and Control 31 (3), 742-766, 2007
A combined stochastic programming and optimal control approach to personal finance and pensions
AK Konicz, D Pisinger, KM Rasmussen, M Steffensen
OR spectrum 37 (3), 583-616, 2015
A hybrid Constraint Programming/Mixed Integer Programming framework for the preventive signaling maintenance crew scheduling problem
SM Pour, JH Drake, LS Ejlertsen, KM Rasmussen, EK Burke
European Journal of Operational Research 269 (1), 341-352, 2018
Well ARMed and FiRM: Diversification of mortgage loans for homeowners
KM Rasmussen, SA Zenios
Journal of Risk 10, 67-84, 2007
Realkreditrådgivning: et studie af danskernes valg af realkreditlån og konverteringspraksis
KM Rasmussen, C Madsen, R Poulsen
Boligøkonomisk Videncenter, 2011
Financial Optimization: optimization paradigms and financial planning under uncertainty
G Consigli, P Brandimarte, D Kuhn
Or Spectrum 37 (3), 553-557, 2015
Can home-owners benefit from stochastic programming models? A study of mortgage choice in Denmark
KM Rasmussen, CA Madsen, R Poulsen
Computational Management Science 11 (1-2), 5-23, 2014
Financial Giffen goods: Examples and counterexamples
R Poulsen, KM Rasmussen
European Journal of Operational Research 191 (2), 572-576, 2008
Optimal mortgage loan diversification
KM Rasmussen, SA Zenios
Wharton Financial Institutions Center Working Paper, 2008
Minor Subjects/Minor Literature: Maja Lee Langvads Find Holger Danske and the Search for Danishness
KS Rasmussen, EP Sorensen
비교문학 54, 225-249, 2011
Yield curve event tree construction for multi stage stochastic programming models
KM Rasmussen, R Poulsen
Technical University of Denmark (DTU), 2007
Portfolio selection under supply chain predictability
TT Bjerring, KM Rasmussen, A Weissensteiner
Computational Management Science 15 (2), 139-159, 2018
The Preventive Signaling Maintenance Crew Scheduling Problem for European Railway Traffic Management system (ERTMS)
SM Pour, TJR Stidsen, KM Rasmussen
DTU Management Engineering, 2015
Towards Signalling Maintenance Scheduling for European Railway Traffic Management System
SM Pour, KM Rasmussen
Department of Management Engineering, Technical University of Denmark, 2017
Portfolio Optimization of Commodity Futures with Seasonal Components and Higher Moments
T Bjerring, KM Rasmussen, A Weissensteiner
Available at SSRN 2869969, 2016
A perturbative clustering hyper-heuristic framework for the Danish railway system
SM Pour, KM Rasmussen, EK Burke
DTU Management Engineering, 2015
The Globalization of Clichés and the Search for Pure Language: Lost in Translation
EP Sorensen, KS Rasmussen
인문과학연구 41, 509-528, 2014
Can Household Benefit from Stochastic Programming Models?: An Empirical Study of Mortgage Refinancing in Demark
KM Rasmussen, CA Madsen, R Poulsen
Computational Management Science 11, 5-23, 2014
Tommelfingerregler for konvertering
KM Rasmussen, CA Madsen
Boligøkonomisk Videncenter, 2013
New Paradigm in Mortgage Loan Advice
M Otterstedt, K Rasmussen, M Kulahci
Available at SSRN 2192464, 2012
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