@incollection{koutsoukis_olap_2001,
	title = {{OLAP} {Technology} for {Optimum} {Asset} {Allocation} under {Uncertainty}},
	abstract = {In the domain of financial planning there is a wide range of methods for modelling asset allocation decisions. Stochastic programming is a robust framework that can be used to make optimum financial decisions under uncertainty. Modern information technologies such as Online Analytical Processing have become invaluable tools for exploring analytical models and their instances. In this paper we bring these two technologies together and consider a stochastic programming asset allocation model with downside risk constraints, and use on-line analytical processing techniques to study aggregate and detailed asset allocation decisions for different risk profiles.},
	booktitle = {Advances in {Support} {Systems} {Research}, {Vol}. {VI}},
	publisher = {International Institute for Advanced Studies, Systems Research and Cybernetics},
	author = {Koutsoukis, Nikitas-Spiros and Kyriakis, Triphonas and Mitra, Gautam},
	editor = {Engemann, Kurt J. and Lasker, George},
	year = {2001},
	pages = {26--30},
}

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