Pages that link to "Item:Q1931633"
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The following pages link to A stochastic programming model for the optimal issuance of government bonds (Q1931633):
Displaying 15 items.
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Forecasting macroeconomic fundamentals in economic crises (Q513085) (← links)
- On optimal design of treasury bonds (Q1284835) (← links)
- Two-stage bond portfolio optimization and its application to Saudi Sukuk Market (Q2173115) (← links)
- A multi-objective multi-period stochastic programming model for public debt management (Q2270312) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- Risk-averse two-stage stochastic programs in furniture plants (Q2454333) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- A multistage linear stochastic programming model for optimal corporate debt management (Q2514832) (← links)
- OPTIMAL STRATEGIES FOR THE ISSUANCES OF PUBLIC DEBT SECURITIES (Q4662047) (← links)
- (Q4984760) (← links)
- Risk Management for Sustainable Sovereign Debt Financing (Q5003712) (← links)
- Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas (Q5039636) (← links)
- A multistage stochastic programming model with multiple objectives for the optimal issuance of corporate bonds (Q6607628) (← links)
