Pages that link to "Item:Q1809498"
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The following pages link to Portfolio optimization via stochastic programming: Methods of output analysis (Q1809498):
Displaying 11 items.
- Asset-liability management for Czech pension funds using stochastic programming (Q1026535) (← links)
- Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547) (← links)
- Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- Efficient solution selection for two-stage stochastic programs (Q1740544) (← links)
- Two-stage bond portfolio optimization and its application to Saudi Sukuk Market (Q2173115) (← links)
- Fast quadratic programming for mean-variance portfolio optimisation (Q2226482) (← links)
- Quantile criterion-based control of the securities portfolio with a nonzero ruin probability (Q2393019) (← links)
- Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
- Robust multiobjective optimization \& applications in portfolio optimization (Q2514713) (← links)
- Output analysis for approximated stochastic programs (Q2752027) (← links)