A stochastic programming model for money management (Q1127123): Difference between revisions
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| Property / cites work: Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition / rank | |||
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| Property / cites work: Q4001511 / rank | |||
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| Property / cites work: Stochastic Network Programming for Financial Planning Problems / rank | |||
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| Property / cites work: Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/0377-2217(94)00038-e / rank | |||
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| Property / OpenAlex ID: W1968027919 / rank | |||
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Latest revision as of 10:31, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic programming model for money management |
scientific article |
Statements
A stochastic programming model for money management (English)
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5 November 1998
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fixed income
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simulation
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multi-period, dynamic, portfolio optimization
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cashflow uncertainty
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