Pages that link to "Item:Q2514832"
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The following pages link to A multistage linear stochastic programming model for optimal corporate debt management (Q2514832):
Displaying 7 items.
- Impact of liquidity risk on variations in efficiency and productivity: a panel gamma simulated maximum likelihood estimation (Q319609) (← links)
- Asset liability management for open pension schemes using multistage stochastic programming under Solvency-II-based regulatory constraints (Q1681102) (← links)
- The optimal harvesting problem under price uncertainty: the risk averse case (Q1686507) (← links)
- Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Transparent structured products for retail investors (Q2672100) (← links)
- Envelope Theorems for Multistage Linear Stochastic Optimization (Q5031649) (← links)
