Pages that link to "Item:Q1289307"

The following pages link to The practice of portfolio replication. A practical overview of forward and inverse problems (Q1289307):

Displaying 31 items.

• Downside risk in multiperiod tracking error models (Q301206) (← links)
• Portfolio optimization with disutility-based risk measure (Q322717) (← links)
• Efficient valuation of SCR via a neural network approach (Q344299) (← links)
• Inverse problems and solution methods for a class of nonlinear complementarity problems (Q540647) (← links)
• Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
• On-line portfolio selection using stochastic programming (Q951342) (← links)
• Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
• An augmented Lagrangian method for a class of Inverse quadratic programming problems (Q989969) (← links)
• How does learning affect market liquidity? A simulation analysis of a double-auction financial market with portfolio traders (Q1017072) (← links)
• Tracking error: a multistage portfolio model (Q1026537) (← links)
• Inverse optimization for linearly constrained convex separable programming problems (Q1044084) (← links)
• Fuzzy portfolio optimization a quadratic programming approach (Q1433799) (← links)
• Moment matching machine learning methods for risk management of large variable annuity portfolios (Q1657175) (← links)
• Characterization of optimal solutions of uncertainty investment problem (Q1765400) (← links)
• Portfolio replication: its forward-dual decomposition (Q1778991) (← links)
• Modeling uncertainty in multi-criteria decision analysis (Q1926978) (← links)
• An inverse optimization approach for a capacitated vehicle routing problem (Q2242401) (← links)
• Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
• Valuation of large variable annuity portfolios under nested simulation: a functional data approach (Q2347065) (← links)
• On solutions of fuzzy random multiobjective quadratic programming with applications in portfolio problem (Q2466102) (← links)
• Scenario optimization asset and liability modelling for individual investors (Q2480245) (← links)
• A neural network approach to efficient valuation of large portfolios of variable annuities (Q2520445) (← links)
• Malliavin calculus in construction of hedging portfolio for the Heston model of a financial market (Q2732368) (← links)
• Generating a target payoff distribution with the cheapest dynamic portfolio: an application to hedge fund replication (Q2871408) (← links)
• Collaboration in Cargo Transportation (Q3638512) (← links)
• (Q4355847) (← links)
• Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (Q4561899) (← links)
• Game Theoretical Approach for Reliable Enhanced Indexation (Q4691960) (← links)
• Nested Monte Carlo simulation in financial reporting: a review and a new hybrid approach (Q5014496) (← links)
• Scenario Generation for Single-Period Portfolio Selection Problems with Tail Risk Measures: Coping with High Dimensions and Integer Variables (Q5136075) (← links)
• Higher moment coherent risk measures (Q5423190) (← links)