The following pages link to John M. Mulvey (Q206438):
Displaying 18 items.
- An Extension of the DQA Algorithm to Convex Stochastic Programs (Q4321308) (← links)
- (Q4350064) (← links)
- Making a Case for Robust Optimization Models (Q4356653) (← links)
- (Q4459797) (← links)
- Performance Enhancements for Defined Benefit Pension Plans (Q4613811) (← links)
- Trend-following hedge funds and multi-period asset allocation (Q4646797) (← links)
- Simplicial Decomposition for Convex Generalized Networks (Q4712275) (← links)
- Multivariate Stratified Sampling by Optimization (Q4748975) (← links)
- Capturing the Correlations of Fixed-income Instruments (Q4834336) (← links)
- Robust Optimization of Large-Scale Systems (Q4849327) (← links)
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization (Q4861361) (← links)
- A semiparametric graphical modelling approach for large-scale equity selection (Q5001189) (← links)
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network (Q5139230) (← links)
- (Q5324624) (← links)
- (Q5416119) (← links)
- (Q5688150) (← links)
- Introduction to financial optimization: Mathematical programming special issue (Q5944950) (← links)
- End-to-end risk budgeting portfolio optimization with neural networks (Q6589084) (← links)
