Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597): Difference between revisions

@@ Property / cites work @@
+Multi-objective stochastic programming for portfolio selection
+Normal rank
@@ Property / cites work @@
+Minimum-cost portfolio insurance
@@ Property / cites work: Minimum-cost portfolio insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Risk management of a bond portfolio using options
@@ Property / cites work: Risk management of a bond portfolio using options / rank @@
+Normal rank
@@ Property / cites work @@
+Scenario modelling for selective hedging strategies
+Normal rank
@@ Property / cites work @@
+Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999
+Normal rank
@@ Property / cites work @@
+Tracking error: a multistage portfolio model
@@ Property / cites work: Tracking error: a multistage portfolio model / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal investment in derivative securities
@@ Property / cites work: Optimal investment in derivative securities / rank @@
+Normal rank
@@ Property / cites work @@
+From CVaR to Uncertainty Set: Implications in Joint Chance-Constrained Optimization
+Normal rank
@@ Property / cites work @@
+Dynamic stochastic programming for asset-liability management
+Normal rank
@@ Property / cites work @@
+A stochastic programming model for the optimal issuance of government bonds
+Normal rank
@@ Property / cites work @@
+Scenario reduction in stochastic programming
@@ Property / cites work: Scenario reduction in stochastic programming / rank @@
+Normal rank
@@ Property / cites work @@
+Asset-liability management for Czech pension funds using stochastic programming
+Normal rank
@@ Property / cites work @@
+Cash management using multi-stage stochastic programming
+Normal rank
@@ Property / cites work @@
+Options strategies with the risk adjustment
@@ Property / cites work: Options strategies with the risk adjustment / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal portfolio selection and dynamic benchmark tracking
+Normal rank
@@ Property / cites work @@
+Scenario tree generation and multi-asset financial optimization problems
+Normal rank
@@ Property / cites work @@
+A stochastic programming model for money management
+Normal rank
@@ Property / cites work @@
+A stochastic programming model for asset liability management of a Finnish pension company
+Normal rank
@@ Property / cites work @@
+Scenario reduction algorithms in stochastic programming
+Normal rank
@@ Property / cites work @@
+Scenario tree reduction for multistage stochastic programs
+Normal rank
@@ Property / cites work @@
+Financial scenario generation for stochastic multi-stage decision processes as facility location problems
+Normal rank
@@ Property / cites work @@
+Hedging strategy for a portfolio of options and stocks with linear programming
+Normal rank
@@ Property / cites work @@
+A heuristic for moment-matching scenario generation
+Normal rank
@@ Property / cites work @@
+Generating Scenario Trees for Multistage Decision Problems
+Normal rank
@@ Property / cites work @@
+Financial Asset-Pricing Theory and Stochastic Programming Models for Asset/Liability Management: A Synthesis
+Normal rank
@@ Property / cites work @@
+Comment on “Generating Scenario Trees for Multistage Decision Problems”
+Normal rank
@@ Property / cites work @@
+Optimal control of option portfolios and applications
+Normal rank
@@ Property / cites work @@
+Scenario generation and stochastic programming models for asset liability management
+Normal rank
@@ Property / cites work @@
+Risk-adjusted probability measures in portfolio optimization with coherent measures of risk
+Normal rank
@@ Property / cites work @@
+Constructing Risk Measures from Uncertainty Sets
@@ Property / cites work: Constructing Risk Measures from Uncertainty Sets / rank @@
+Normal rank
@@ Property / cites work @@
+Option strategies with linear programming
@@ Property / cites work: Option strategies with linear programming / rank @@
+Normal rank
@@ Property / cites work @@
+Mortgage loan portfolio optimization using multi-stage stochastic programming
+Normal rank
@@ Property / cites work @@
+A dynamic stochastic programming model for international portfolio management
+Normal rank
@@ Property / cites work @@
+A stochastic programming model for currency option hedging
+Normal rank
@@ Property / cites work @@
+An approach to the valuation and decision of ERP investment projects based on real options
+Normal rank
@@ Property / cites work @@
+A model for portfolio management with mortgage-backed securities
+Normal rank
@@ Property / cites work @@
+Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
+Normal rank
@@ Property / cites work @@
+Q4223182
@@ Property / cites work: Q4223182 / rank @@
+Normal rank