Pages that link to "Item:Q2783910"
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The following pages link to Financial asset-pricing theory and stochastic programming models for asset/liability management: A synthesis (Q2783910):
Displaying 27 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
- A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
- Optimal financial decision making under uncertainty (Q342615) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
- Simulation and optimization approaches to scenario tree generation (Q953641) (← links)
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
- Discretized reality and spurious profits in stochastic programming models for asset/liability management (Q1278969) (← links)
- Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach (Q1294549) (← links)
- No-arbitrage bounds for financial scenarios (Q2356278) (← links)
- Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← 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 management system for decompositions in stochastic programming (Q2507408) (← links)
- Integrating stochastic programming and decision tree techniques in land conversion problems (Q2507415) (← links)
- A linear risk-return model for enhanced indexation in portfolio optimization (Q2516640) (← links)
- Transparent structured products for retail investors (Q2672100) (← links)
- Workforce planning and financing on a production/capital discrete-time model (Q2811941) (← links)
- Dynamic balance sheet model with liquidity risk (Q2836216) (← links)
- A Stochastic Convergence Model for Portfolio Selection (Q3635107) (← links)
- Dynamic option hedging via stochastic model predictive control based on scenario simulation (Q5247231) (← links)
- LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications (Q5322081) (← links)
- Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions (Q5382571) (← links)
- (Q5433014) (← links)
- Scenario generation and stochastic programming models for asset liability management (Q5945850) (← links)
