Pages that link to "Item:Q2770092"
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The following pages link to Concepts, technical issues, and uses of the Russell-Yasuda Kasai financial planning model (Q2770092):
Displaying 30 items.
- Optimal savings management for individuals with defined contribution pension plans (Q319058) (← links)
- Efficient optimization of the reward-risk ratio with polyhedral risk measures (Q684143) (← links)
- Evolutionary portfolio selection with liquidity shocks (Q844633) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- On the effectiveness of scenario generation techniques in single-period portfolio optimization (Q1011180) (← links)
- Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358) (← links)
- Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
- The performance of stochastic dynamic and fixed mix portfolio models (Q1600971) (← links)
- Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (Q1681102) (← links)
- Solution sensitivity-based scenario reduction for stochastic unit commitment (Q1789567) (← links)
- Pension fund management with investment certificates and stochastic dominance (Q2241065) (← links)
- A stochastic programming approach for multi-period portfolio optimization (Q2271799) (← links)
- A mixed R{\&}D projects and securities portfolio selection model (Q2455632) (← links)
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) (← links)
- A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
- Scenario optimization asset and liability modelling for individual investors (Q2480245) (← links)
- Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- A combined stochastic programming and optimal control approach to personal finance and pensions (Q2516635) (← links)
- On extending the LP computable risk measures to account downside risk (Q2574063) (← links)
- Formulation of the Russell-Yasuda Kasai financial planning model (Q2770090) (← links)
- Workforce planning and financing on a production/capital discrete-time model (Q2811941) (← links)
- Mean absolute negative deviation measure for portfolio selection Problem (Q3008594) (← links)
- ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION (Q3083548) (← links)
- Time to wealth goals in capital accumulation (Q3375375) (← links)
- Optimal retirement planning with a focus on single and joint life annuities (Q5001129) (← links)
- A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES (Q5696854) (← links)
- Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model (Q5945851) (← links)
- Compromise policy for multi-stage stochastic linear programming: variance and bias reduction (Q6164357) (← links)
- Asset and liability risk management in financial markets (Q6601657) (← links)
