Pages that link to "Item:Q1904674"
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The following pages link to Asset/liability management under uncertainty for fixed-income securities (Q1904674):
Displaying 18 items.
- Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
- A two-factor, stochastic programming model of Danish mortgage-backed securities (Q953639) (← links)
- Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001) (← links)
- Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358) (← links)
- Portfolio selection strategy for fixed income markets with immunization on average (Q1703564) (← links)
- Cash flow matching with risks controlled by buffered probability of exceedance and conditional value-at-risk (Q1703573) (← links)
- Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming (Q2138242) (← links)
- Pension fund management with investment certificates and stochastic dominance (Q2241065) (← links)
- A portfolio-based evaluation of affine term structure models (Q2480223) (← links)
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
- Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
- Can stocks help mend the asset and liability mismatch? (Q3077757) (← links)
- Cash Flow Matching (Q5029076) (← links)
- Rebalancing an investment portfolio in the presence of convex transaction costs, including market impact costs (Q5299910) (← links)
- From data to model and back to data: A bond portfolio management problem (Q5945849) (← links)
- Scenario generation and stochastic programming models for asset liability management (Q5945850) (← links)
- Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model (Q5945851) (← links)
- Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio (Q6071066) (← links)
