Dynamic models for fixed-income portfolio management under uncertainty (Q1275033): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Extension of the DQA Algorithm to Convex Stochastic Programs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strategic asset allocation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4251881 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4718793 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model for designing callable bonds and its solution using tabu search / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3838846 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic programming model for money management / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parallel Factorization of Structured Matrices Arising in Stochastic Programming / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust Optimization of Large-Scale Systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Network Programming for Financial Planning Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Capturing the Correlations of Fixed-income Instruments / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic programming model for funding single premium deferred annuities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A model for portfolio management with mortgage-backed securities / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/s0165-1889(97)00115-2 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1997482018 / rank
 
Normal rank

Latest revision as of 10:55, 30 July 2024

scientific article
Language Label Description Also known as
English
Dynamic models for fixed-income portfolio management under uncertainty
scientific article

    Statements

    Dynamic models for fixed-income portfolio management under uncertainty (English)
    0 references
    0 references
    0 references
    0 references
    12 January 1999
    0 references
    multi-period dynamic models
    0 references
    fixed-income portfolio managament
    0 references
    uncertainty
    0 references
    multistage stochastic programming with recourse
    0 references
    Salomon Brothers Mortage index
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references