Asset-liability management for Czech pension funds using stochastic programming
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- scientific article; zbMATH DE number 1304958
Cites work
- Generating scenario trees for multistage decision problems
- scientific article; zbMATH DE number 1304939 (Why is no real title available?)
- scientific article; zbMATH DE number 1462623 (Why is no real title available?)
- Introduction to Stochastic Programming
- Portfolio optimization via stochastic programming: Methods of output analysis
- Scenario reduction in stochastic programming
- Scenario-based stochastic programs: Resistance with respect to sample
- The Innovest Austrian Pension Fund Financial Planning Model InnoALM
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- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
- scientific article; zbMATH DE number 7582872 (Why is no real title available?)
- Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
- Comparing stage-scenario with nodal formulation for multistage stochastic problems
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