The following pages link to (Q5416128):
Displaying 8 items.
- On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs (Q320895) (← links)
- Fix-and-relax-coordination for a multi-period location-allocation problem under uncertainty (Q336654) (← links)
- A note on immunization under a general stochastic equilibrium model of the term structure (Q1072320) (← links)
- Portfolio selection strategy for fixed income markets with immunization on average (Q1703564) (← links)
- Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (Q1703573) (← links)
- A parallel branch-and-fix coordination based matheuristic algorithm for solving large sized multistage stochastic mixed 0-1 problems (Q1751680) (← links)
- A new immunization inequality for random streams of assets, liabilities and interest rates (Q2015628) (← links)
- On risk minimizing strategies for default-free bond portfolio immunization (Q4829418) (← links)
