Asset/liability management under uncertainty for fixed-income securities (Q1904674): Difference between revisions

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+A Theory of the Term Structure of Interest Rates
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+Robust optimization models for managing callable bond portfolios
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+Linear Programming under Uncertainty
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+A stochastic programming model for money management
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+Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition
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+Q4001511
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+Stochastic network optimization models for investment planning
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+Capturing the Correlations of Fixed-income Instruments
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+Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
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+Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
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