The following pages link to (Q4251839):
Displaying 14 items.
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Retirement saving with contribution payments and labor income as a benchmark for investments (Q951345) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- Epi-convergent discretizations of multistage stochastic programs via integration quadratures (Q959951) (← links)
- Multi-period portfolio optimization with linear control policies (Q1004108) (← links)
- Asset-liability management for Czech pension funds using stochastic programming (Q1026535) (← links)
- An ALM model for pension funds using integrated chance constraints (Q1958618) (← links)
- Multi-period stochastic portfolio optimization: block-separable decomposition (Q2480253) (← links)
- Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
- Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
- A primal-dual decomposition algorithm for multistage stochastic convex programming (Q2571003) (← links)
- Multiperiod portfolio optimization with terminal liability: bounds for the convex case (Q2574057) (← links)
- Optimal chance-constrained pension fund management through dynamic stochastic control (Q2676275) (← links)
- Trend-following hedge funds and multi-period asset allocation (Q4646797) (← links)
