Pages that link to "Item:Q1309882"

The following pages link to A model for portfolio management with mortgage-backed securities (Q1309882):

Displaying 13 items.

• A moment-matching method to generate arbitrage-free scenarios (Q319831) (← links)
• Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
• On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
• The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
• Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001) (← links)
• Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
• Discretized reality and spurious profits in stochastic programming models for asset/liability management (Q1278969) (← links)
• Computational assessment of distributed decomposition methods for stochastic linear programs (Q1296802) (← links)
• A stochastic programming model for funding single premium deferred annuities (Q1363425) (← links)
• Strategic asset allocation (Q1391439) (← links)
• The optimal portfolio problem with coherent risk measure constraints. (Q1406490) (← links)
• A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes (Q2480254) (← links)
• Stochastic programming for funding mortgage pools (Q3593603) (← links)