Pages that link to "Item:Q2480243"

The following pages link to A stochastic programming model for asset liability management of a Finnish pension company (Q2480243):

Displaying 16 items.

• Coupling a memetic algorithm to simulation models for promising multi-period asset allocations (Q336580) (← links)
• Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
• Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
• Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (Q1681102) (← links)
• The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
• Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming (Q2138242) (← links)
• A multistage linear stochastic programming model for optimal corporate debt management (Q2514832) (← links)
• DYNAMIC BALANCE SHEET MODEL WITH LIQUIDITY RISK (Q2836216) (← links)
• Projections of pension fund solvency under alternative valuation regimes (Q3077740) (← links)
• (Q3604334) (← links)
• ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS (Q4562945) (← links)
• Performance Enhancements for Defined Benefit Pension Plans (Q4613811) (← links)
• Multiperiod mean-variance efficient portfolios with endogenous liabilities (Q4911228) (← links)
• (Q5103839) (← links)
• Mean-Variance Asset Liability Management with State-Dependent Risk Aversion (Q5379208) (← links)
• Liquidity, risk, and return: specifying an objective function for the management of foreign reserves (Q5414503) (← links)