Corporate hedging: an answer to the ``how question
From MaRDI portal
Publication:1621895
DOI10.1007/s10479-017-2645-6zbMath1400.90230OpenAlexW2766525935WikidataQ59612086 ScholiaQ59612086MaRDI QIDQ1621895
Publication date: 12 November 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-017-2645-6
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Cites Work
- Unnamed Item
- Generating Scenario Trees for Multistage Decision Problems
- Corporate financial hedging with proprietary information
- Scenario reduction in stochastic programming
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models
- Robust risk budgeting
- Individual optimal pension allocation under stochastic dominance constraints
- Measurement of interest rates using a convex optimization model
- A heuristic for moment-matching scenario generation
- Scenario reduction algorithms in stochastic programming
- A dynamic stochastic programming model for international portfolio management
- Macaulay durations for nonparallel shifts
- Treasury management model with foreign exchange exposure
- Positive forward rates in the maximum smoothenss framework
- Stability analysis of portfolio management with conditional value-at-risk
- Scenario tree generation for multiperiod financial optimization of optimal discretization
This page was built for publication: Corporate hedging: an answer to the ``how question