Pages that link to "Item:Q2927310"
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The following pages link to A bond portfolio optimization model based on CVaR and the numerical methods (Q2927310):
Displaying 3 items.
- A smoothing method for solving portfolio optimization with CVaR and applications in allocation of generation asset (Q979251) (← links)
- Solving a mixed-integer multiobjective bond portfolio model involving logical conditions (Q1265910) (← links)
- BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH (Q4345047) (← links)