Pages that link to "Item:Q2873550"
From MaRDI portal
The following pages link to Path-dependent scenario trees for multistage stochastic programmes in finance (Q2873550):
Displaying 7 items.
- A copula-based scenario tree generation algorithm for multiperiod portfolio selection problems (Q827151) (← links)
- Optimal insurance portfolios risk-adjusted performance through dynamic stochastic programming (Q1989739) (← links)
- Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
- Hedging Market and Credit Risk in Corporate Bond Portfolios (Q4613812) (← links)
- Dynamic Portfolio Management for Property and Casualty Insurance (Q4613814) (← links)
- A parsimonious model for generating arbitrage-free scenario trees (Q5001123) (← links)
- Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas (Q5039636) (← links)
