Amy v. Puelz Ph.D.
Areas of Expertise
Computational Finance
Operations Research
Courses Taught
Statistics
Information Systems
Management Science
Operations Management
Quantitative Modeling
Business Programming
Consulting Engagements
Associate, Robert Hughes Associates, Inc., Dallas
Ignite Financial, Inc., Dallas
Advanced Risk Management Consulting Group, Willis, PLC, Nashville
JPI, Inc., Dallas
Select Publications
A Stochastic Convergence Model for Portfolio Selection, sole author, Operations Research, 50,3 (2002), 462-476.
Value-at-Risk Based Portfolio Optimization, sole author, Stochastic Optimization: Algorithms and Applications, S. Uryasev and P. M. Pardalos, Eds., Kluwer Academic Publishers, 2001, 279-302.
Managerial Use of Debt to Fund Municipal Government Risks, with Robert Puelz, Decision Sciences, 28,3 (1997), 745-761.
The Accuracy of Cross-Validation Results in Forecasting, with Marion G. Sobol, Decision Sciences, 26,6 (1995), 803-818.
A Multiple-Objective Programming Technique for Structuring Tax-Exempt Serial Revenue Debt Issues, with Sang M. Lee, Management Science, 38, 8 (1992), 1186-1200.
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