Pages that link to "Item:Q1278208"
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The following pages link to Robust optimization models for managing callable bond portfolios (Q1278208):
Displaying 14 items.
- Robust optimization for performance tuning of modern database systems (Q817531) (← links)
- A second-order cone programming based robust data envelopment analysis model for the new-energy vehicle industry (Q827120) (← links)
- Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001) (← links)
- A model for designing callable bonds and its solution using tabu search (Q1391445) (← links)
- A robust optimization model for a cross-border logistics problem with fleet composition in an uncertain environment. (Q1411002) (← links)
- The performance of stochastic dynamic and fixed mix portfolio models (Q1600971) (← links)
- Robust multiobjective portfolio optimization: A minimax regret approach (Q1754045) (← links)
- Asset/liability management under uncertainty for fixed-income securities (Q1904674) (← links)
- An interval-valued fuzzy linear programming with infinite \(\alpha\)-cuts method for environmental management under uncertainty (Q2331259) (← links)
- A two-stage fuzzy robust integer programming approach for capacity planning of environmental management systems (Q2480978) (← links)
- Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
- Robust optimization applied to uncertain production loading problems with import quota limits under the global supply chain management environment (Q5478835) (← links)
