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

@@ Property / cites work @@
+An Extension of the DQA Algorithm to Convex Stochastic Programs
+Normal rank
@@ Property / cites work @@
+Strategic asset allocation
@@ Property / cites work: Strategic asset allocation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4251881
@@ Property / cites work: Q4251881 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4718793
@@ Property / cites work: Q4718793 / rank @@
+Normal rank
@@ Property / cites work @@
+A model for designing callable bonds and its solution using tabu search
+Normal rank
@@ Property / cites work @@
+A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods
+Normal rank
@@ Property / cites work @@
+Q3838846
@@ Property / cites work: Q3838846 / rank @@
+Normal rank
@@ Property / cites work @@
+A stochastic programming model for money management
+Normal rank
@@ Property / cites work @@
+Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition
+Normal rank
@@ Property / cites work @@
+Parallel Factorization of Structured Matrices Arising in Stochastic Programming
+Normal rank
@@ Property / cites work @@
+Robust Optimization of Large-Scale Systems
@@ Property / cites work: Robust Optimization of Large-Scale Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Network Programming for Financial Planning Problems
+Normal rank
@@ Property / cites work @@
+Capturing the Correlations of Fixed-income Instruments
+Normal rank
@@ Property / cites work @@
+A stochastic programming model for funding single premium deferred annuities
+Normal rank
@@ Property / cites work @@
+Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
+Normal rank
@@ Property / cites work @@
+Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
+Normal rank
@@ Property / cites work @@
+Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
+Normal rank
@@ Property / cites work @@
+A model for portfolio management with mortgage-backed securities
+Normal rank