Pages that link to "Item:Q2770092"

The following pages link to Concepts, Technical Issues, and Uses of the Russell-Yasuda Kasai Financial Planning Model (Q2770092):

Displayed 13 items.

• Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) ‎ (← links)
• Equivalence of linear deviation about the mean and mean absolute deviation about the mean objective functions (Q1306358) ‎ (← links)
• Applications of stochastic programming: Achievements and questions (Q1598762) ‎ (← links)
• The performance of stochastic dynamic and fixed mix portfolio models (Q1600971) ‎ (← links)
• A mixed R{\&}D projects and securities portfolio selection model (Q2455632) ‎ (← links)
• Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control (Q2464235) ‎ (← links)
• A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) ‎ (← links)
• Scenario optimization asset and liability modelling for individual investors (Q2480245) ‎ (← links)
• Horizon and stages in applications of stochastic programming in finance (Q2507406) ‎ (← links)
• On extending the LP computable risk measures to account downside risk (Q2574063) ‎ (← links)
• Time to wealth goals in capital accumulation (Q3375375) ‎ (← links)
• A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES (Q5696854) ‎ (← links)
• Analyzing legal regulations in the Norwegian life insurance business using a multistage asset-liability management model (Q5945851) ‎ (← links)