Pages that link to "Item:Q3593608"
From MaRDI portal
The following pages link to Designing minimum guaranteed return funds (Q3593608):
Displayed 6 items.
- Downside risk in multiperiod tracking error models (Q301206) (← links)
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
- Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550) (← links)
- Dynamic Tracking Error with Shortfall Control Using Stochastic Programming (Q4561899) (← links)
- Cash management using multi-stage stochastic programming (Q5190135) (← links)
- DC pension fund benchmarking with fixed-mix portfolio optimization (Q5423189) (← links)