Pages that link to "Item:Q1265878"

The following pages link to Dynamic stochastic programming for asset-liability management (Q1265878):

Displaying 50 items.

• A clustering approach for scenario tree reduction: an application to a stochastic programming portfolio optimization problem (Q287624) (← links)
• Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
• A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
• Coupling a memetic algorithm to simulation models for promising multi-period asset allocations (Q336580) (← links)
• Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
• Cost/risk balanced management of scarce resources using stochastic programming (Q421743) (← links)
• Optimal portfolio selection and dynamic benchmark tracking (Q704069) (← links)
• Dynamic portfolio optimization: time decomposition using the maximum principle with a scenario approach (Q704083) (← links)
• Exact methods for large-scale multi-period financial planning problems (Q839841) (← links)
• On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
• Generating interest rate scenarios for bank asset liability management (Q928295) (← links)
• On-line portfolio selection using stochastic programming (Q951342) (← links)
• Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
• Resource-constrained management of heterogeneous assets with stochastic deterioration (Q1042122) (← links)
• Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
• Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (Q1703573) (← links)
• Optimal capacity allocation in multi-auction electricity markets under uncertainty (Q1885935) (← links)
• On the relationship of the dynamic programing approach and the contingent claim approach to asset valuation (Q1979072) (← links)
• Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739) (← links)
• Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming (Q2138242) (← links)
• A decision-dependent randomness stochastic program for asset-liability management model with a pricing decision (Q2241064) (← links)
• Pension fund management with investment certificates and stochastic dominance (Q2241065) (← links)
• Optimal excess-of-loss reinsurance and investment polices under the CEV model (Q2259036) (← links)
• A multistage risk-averse stochastic programming model for personal savings accrual: the evidence from Lithuania (Q2288850) (← links)
• Dynamic sequencing and cut consolidation for the parallel hybrid-cut nested L-shaped method (Q2355924) (← links)
• Financial planning for Young households (Q2393342) (← links)
• A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
• A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
• Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
• Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
• Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
• Formulation of the Russell-Yasuda Kasai financial planning model (Q2770090) (← links)
• Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis (Q2783910) (← links)
• Multistage portfolio optimization with stocks and options (Q2811944) (← links)
• Dynamic balance sheet model with liquidity risk (Q2836216) (← links)
• Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550) (← links)
• Stochastic control for multiperiod mean-variance asset-liability management (Q2992528) (← links)
• High-Performance Computing for Asset-Liability Management (Q3635041) (← links)
• Dynamic hedging of basket options under proportional transaction costs using receding horizon control (Q3654580) (← links)
• ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS (Q4562945) (← links)
• Hedging Market and Credit Risk in Corporate Bond Portfolios (Q4613812) (← links)
• Dynamic Portfolio Management for Property and Casualty Insurance (Q4613814) (← links)
• Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228) (← links)
• Cash Flow Matching (Q5029076) (← links)
• Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas (Q5039636) (← links)
• (Q5103839) (← links)
• Optimization Methods in Finance (Q5234332) (← links)
• LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications (Q5322081) (← links)
• (Q5433014) (← links)
• Scenario generation and stochastic programming models for asset liability management (Q5945850) (← links)