An integrated stock-bond portfolio optimization model (Q1391444): Difference between revisions

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+Nonparametric Pricing of Interest Rate Derivative Securities
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+Q4079613
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+A Theory of the Term Structure of Interest Rates
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+Pricing Interest-Rate-Derivative Securities
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+PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION
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+A FAST ALGORITHM FOR SOLVING LARGE SCALE MEAN-VARIANCE MODELS BY COMPACT FACTORIZATION OF COVARIANCE MATRICES
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+An integrated stock-bond portfolio optimization model
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+Capturing the Correlations of Fixed-income Instruments
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+An interior point algorithm for large scale portfolio optimization
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+Mean-absolute deviation portfolio optimization for mortgage-backed securities
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+Publication:1391444