Pages that link to "Item:Q4834336"
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The following pages link to Capturing the Correlations of Fixed-income Instruments (Q4834336):
Displaying 13 items.
- Estimating asset correlations from stock prices or default rates -- which method is superior? (Q609846) (← links)
- Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
- Robust optimization models for managing callable bond portfolios (Q1278208) (← links)
- Mean-absolute deviation portfolio optimization for mortgage-backed securities (Q1313178) (← links)
- An integrated stock-bond portfolio optimization model (Q1391444) (← links)
- On the simulation of portfolios of interest rate and credit risk sensitive securities (Q1887920) (← links)
- Asset/liability management under uncertainty for fixed-income securities (Q1904674) (← links)
- Selection of a fixed-income portfolio (Q2457539) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- Internationally Diversified Investment Using an Integrated Portfolio Model (Q4216103) (← links)
- PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT (Q4645326) (← links)
- Tracking bond indices in an integrated market and credit risk environment (Q4647251) (← links)
- Cash management using multi-stage stochastic programming (Q5190135) (← links)