Pages that link to "Item:Q1275033"
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The following pages link to Dynamic models for fixed-income portfolio management under uncertainty (Q1275033):
Displaying 33 items.
- A two-stage stochastic mixed-integer programming approach to the index tracking problem (Q374678) (← links)
- A new index for bond management in an uncertain environment (Q529271) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
- Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
- Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001) (← links)
- A stochastic programming model for money management (Q1127123) (← links)
- Robust optimization models for managing callable bond portfolios (Q1278208) (← links)
- Theory of dynamic portfolio for survival under uncertainty (Q1377484) (← links)
- Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
- The performance of stochastic dynamic and fixed mix portfolio models (Q1600971) (← links)
- Portfolio diversification in the sovereign credit swap markets (Q1621893) (← links)
- Dynamic corporate investment and liquidity management under model uncertainty (Q1673427) (← links)
- Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
- An evolutionary heuristic for the index tracking problem. (Q1812009) (← links)
- Post-tax optimization with stochastic programming (Q1877032) (← links)
- Asset/liability management under uncertainty for fixed-income securities (Q1904674) (← links)
- A stochastic programming model for the optimal issuance of government bonds (Q1931633) (← links)
- A multi-objective multi-period stochastic programming model for public debt management (Q2270312) (← links)
- Portfolio selection based on Bayesian theory (Q2298422) (← links)
- Two-stage stochastic hierarchical multiple risk problems: Models and algorithms (Q2390998) (← links)
- A mixed R{\&}D projects and securities portfolio selection model (Q2455632) (← links)
- Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
- Dynamic risk measures under model uncertainty (Q2511475) (← links)
- Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
- (Q2933405) (← links)
- Tracking bond indices in an integrated market and credit risk environment (Q4647251) (← links)
- Scenario analysis for derivative portfolios via dynamic factor models (Q4991043) (← links)
- A parsimonious model for generating arbitrage-free scenario trees (Q5001123) (← links)
- Risk-Sensitive ICAPM With Application to Fixed-Income Management (Q5273713) (← links)
- (Q5416128) (← links)
- Computational Science - ICCS 2004 (Q5712727) (← links)
- Integrated simulation and optimization models for tracking international fixed income indices (Q5944956) (← links)
