The following pages link to Computational Science - ICCS 2004 (Q5712727):
Displaying 21 items.
- An interactive approach to stochastic programming-based portfolio optimization (Q342781) (← links)
- A stochastic programming approach to multicriteria portfolio optimization (Q377738) (← links)
- Studies on a general stock-bond integrated portfolio optimization model (Q871691) (← links)
- A stochastic programming model for money management (Q1127123) (← links)
- Solving a mixed-integer multiobjective bond portfolio model involving logical conditions (Q1265910) (← links)
- Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
- Robust optimization models for managing callable bond portfolios (Q1278208) (← links)
- Scenario modeling for the management of international bond portfolios (Q1289303) (← links)
- A model for designing callable bonds and its solution using tabu search (Q1391445) (← links)
- Bond portfolio management with repo contracts: the Italian case (Q1593558) (← links)
- A stochastic programming model for the optimal issuance of government bonds (Q1931633) (← links)
- Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming (Q2138242) (← links)
- A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
- A dynamic stochastic programming model for international portfolio management (Q2464234) (← links)
- Sensitivity analysis of bond portfolio management model (Q2704918) (← links)
- Scenario-based dynamic corporate bond portfolio management (Q3165703) (← links)
- (Q3553898) (← links)
- (Q4377730) (← links)
- (Q5103839) (← links)
- Markov decision process algorithms for wealth allocation problems with defaultable bonds (Q5740694) (← links)
- Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming (Q6164369) (← links)
