A dynamic stochastic programming model for bond portfolio management
From MaRDI portal
Recommendations
- A stochastic programming model for money management
- From data to model and back to data: A bond portfolio management problem
- Scenario modeling for the management of international bond portfolios
- scientific article; zbMATH DE number 1070407
- Dynamic models for fixed-income portfolio management under uncertainty
Cited in
(23)- A stochastic programming model for money management
- Solving a mixed-integer multiobjective bond portfolio model involving logical conditions
- Dynamic models for fixed-income portfolio management under uncertainty
- Robust optimization models for managing callable bond portfolios
- Scenario modeling for the management of international bond portfolios
- A model for designing callable bonds and its solution using tabu search
- Bond portfolio management with repo contracts: the Italian case
- A stochastic programming model for the optimal issuance of government bonds
- Asset liability management for the parliamentary pension scheme of Uganda by stochastic programming
- A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice
- A dynamic stochastic programming model for international portfolio management
- Sensitivity analysis of bond portfolio management model
- Application of the quantile optimization to bond portfolio selection.
- Scenario-based dynamic corporate bond portfolio management
- An interactive approach to stochastic programming-based portfolio optimization
- scientific article; zbMATH DE number 5696804 (Why is no real title available?)
- A stochastic programming approach to multicriteria portfolio optimization
- scientific article; zbMATH DE number 1120271 (Why is no real title available?)
- scientific article; zbMATH DE number 7582872 (Why is no real title available?)
- Markov decision process algorithms for wealth allocation problems with defaultable bonds
- From data to model and back to data: A bond portfolio management problem
- Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming
- Studies on a general stock-bond integrated portfolio optimization model
This page was built for publication: A dynamic stochastic programming model for bond portfolio management
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5712727)