Pages that link to "Item:Q4287716"
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The following pages link to Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition (Q4287716):
Displaying 17 items.
- Towards a practical parallelisation of the simplex method (Q970132) (← links)
- A stochastic programming model for money management (Q1127123) (← links)
- Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
- Strategic financial risk management and operations research (Q1278574) (← links)
- Discretized reality and spurious profits in stochastic programming models for asset/liability management (Q1278969) (← links)
- Bank asset and liability management under uncertainty (Q1290714) (← links)
- Computational assessment of distributed decomposition methods for stochastic linear programs (Q1296802) (← links)
- A model for portfolio management with mortgage-backed securities (Q1309882) (← links)
- A stochastic programming model for funding single premium deferred annuities (Q1363425) (← links)
- Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (Q1703573) (← links)
- Asset/liability management under uncertainty for fixed-income securities (Q1904674) (← links)
- A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem (Q2432914) (← links)
- BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION (Q3421880) (← links)
- Stochastic programming for funding mortgage pools (Q3593603) (← links)
- A risk function for the stochastic modeling of electric capacity expansion (Q4330233) (← links)
- Cash Flow Matching (Q5029076) (← links)
- From data to model and back to data: A bond portfolio management problem (Q5945849) (← links)
