Pages that link to "Item:Q2514832"

The following pages link to A multistage linear stochastic programming model for optimal corporate debt management (Q2514832):

Displaying 10 items.

• Impact of liquidity risk on variations in efficiency and productivity: a panel gamma simulated maximum likelihood estimation (Q319609) (← links)
• Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (Q1681102) (← links)
• The optimal harvesting problem under price uncertainty: the risk averse case (Q1686507) (← links)
• A stochastic programming model for the optimal issuance of government bonds (Q1931633) (← links)
• A multi-objective multi-period stochastic programming model for public debt management (Q2270312) (← links)
• Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
• A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
• Transparent structured products for retail investors (Q2672100) (← links)
• Envelope Theorems for Multistage Linear Stochastic Optimization (Q5031649) (← links)
• A multistage stochastic programming model with multiple objectives for the optimal issuance of corporate bonds (Q6607628) (← links)