Pages that link to "Item:Q1127123"
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The following pages link to A stochastic programming model for money management (Q1127123):
Displaying 43 items.
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Exact methods for large-scale multi-period financial planning problems (Q839841) (← links)
- Generating interest rate scenarios for bank asset liability management (Q928295) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- Scenario modelling for selective hedging strategies (Q951509) (← links)
- A stochastic programming approach to cash management in banking (Q1011242) (← links)
- Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
- Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
- Discretized reality and spurious profits in stochastic programming models for asset/liability management (Q1278969) (← links)
- Scenario modeling for the management of international bond portfolios (Q1289303) (← links)
- A model for portfolio management with mortgage-backed securities (Q1309882) (← links)
- A stochastic programming model for funding single premium deferred annuities (Q1363425) (← links)
- A model for designing callable bonds and its solution using tabu search (Q1391445) (← links)
- Management of non-maturing deposits by multistage stochastic programming (Q1410316) (← links)
- Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
- Fitting random cash management models to data (Q1734858) (← links)
- Models and model value in stochastic programming (Q1904670) (← links)
- Asset/liability management under uncertainty for fixed-income securities (Q1904674) (← links)
- A stochastic programming model for the optimal issuance of government bonds (Q1931633) (← links)
- Stochastic dual dynamic integer programming (Q2414913) (← links)
- A portfolio-based evaluation of affine term structure models (Q2480223) (← links)
- Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
- A stochastic soft constraints fuzzy model for a portfolio selection problem (Q2492370) (← links)
- Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
- Dynamic asset allocation for varied financial markets under regime switching framework (Q2514717) (← links)
- A multistage linear stochastic programming model for optimal corporate debt management (Q2514832) (← links)
- A fuzzy stochastic single-period model for cash management (Q2572811) (← links)
- Treasury management model with foreign exchange exposure (Q2574065) (← links)
- Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
- A probabilistic approach to the stochastic fluid cash management balance problem (Q2673792) (← links)
- Stochastic optimization in asset \& liability management: A model for non-maturing accounts (Q2724693) (← links)
- Stochastic programming for funding mortgage pools (Q3593603) (← links)
- A Stochastic Convergence Model for Portfolio Selection (Q3635107) (← links)
- Bounds for Multistage Stochastic Programs Using Supervised Learning Strategies (Q3646118) (← links)
- A risk function for the stochastic modeling of electric capacity expansion (Q4330233) (← links)
- COMPACT REPRESENTATIONS OF MULTI-PERIOD STOCHASTIC PROGRAM USING SIMULATED PATH MODEL(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803750) (← links)
- Cash management using multi-stage stochastic programming (Q5190135) (← links)
- A Stochastic Programming Model (Q5329502) (← links)
- (Q5416120) (← links)
- Computational Science - ICCS 2004 (Q5712727) (← links)
- Scenario generation and stochastic programming models for asset liability management (Q5945850) (← links)
