Pages that link to "Item:Q5944956"
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The following pages link to Integrated simulation and optimization models for tracking international fixed income indices (Q5944956):
Displaying 15 items.
- Kernel search: an application to the index tracking problem (Q439324) (← links)
- Optimal portfolio selection and dynamic benchmark tracking (Q704069) (← links)
- Scenario modelling for selective hedging strategies (Q951509) (← links)
- Tracking error: a multistage portfolio model (Q1026537) (← links)
- A hybrid optimization approach to index tracking (Q1026552) (← links)
- Scenario modeling for the management of international bond portfolios (Q1289303) (← links)
- Index tracking with controlled number of assets using a hybrid heuristic combining genetic algorithm and non-linear programming (Q1686536) (← links)
- Index tracking and enhanced indexing using mixed conditional value-at-risk (Q1743942) (← links)
- An evolutionary heuristic for the index tracking problem. (Q1812009) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- Enhanced indexing for risk averse investors using relaxed second order stochastic dominance (Q2402580) (← links)
- Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
- Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models (Q4545670) (← links)
- Tracking bond indices in an integrated market and credit risk environment (Q4647251) (← links)
- High-dimensional index tracking based on the adaptive elastic net (Q5139249) (← links)
