scientific article; zbMATH DE number 1233792
From MaRDI portal
Publication:4223182
Cited in
(48)- On stochastic dynamic programming for solving large-scale planning problems under uncertainty
- On \(BFC-MSMIP\) strategies for scenario cluster partitioning, and twin node family branching selection and bounding for multistage stochastic mixed integer programming
- Portfolio selection problems with random fuzzy variable returns
- Log-robust portfolio management with parameter ambiguity
- Stochastic programming and the option of doing it differently
- Portfolio optimization by a bivariate functional of the mean and variance
- Integrated dynamic models for hedging international portfolio risks
- Optimization of covered calls under uncertainty
- Pension fund management with investment certificates and stochastic dominance
- Market selection of constant proportions investment strategies in continuous time
- A multi-objective multi-period stochastic programming model for public debt management
- A stochastic programming approach for multi-period portfolio optimization
- A mixed integer programming model for multistage mean-variance post-tax optimization
- A dynamic stochastic programming model for international portfolio management
- Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control
- Strategic foreign reserves risk management: Analytical framework
- A stochastic programming model for asset liability management of a Finnish pension company
- Scenario optimization asset and liability modelling for individual investors
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems
- A two-stage stochastic integer programming approach as a mixture of branch-and-fix coordination and Benders decomposition schemes
- Dynamic asset allocation for varied financial markets under regime switching framework
- A combined stochastic programming and optimal control approach to personal finance and pensions
- Minimization of a function of a quadratic functional with application to optimal portfolio selection
- Can stocks help mend the asset and liability mismatch?
- Optimal savings management for individuals with defined contribution pension plans
- Optimal deleveraging with nonlinear temporary price impact
- A robust asset-liability management framework for investment products with guarantees
- OPTIMAL HARVESTING OF FOREST AGE CLASSES UNDER PRICE UNCERTAINTY AND RISK AVERSION
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming
- Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
- On integrated chance constraints in ALM for pension funds
- Performance enhancements for defined benefit pension plans
- DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION
- Optimal retirement planning with a focus on single and joint life annuities
- Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas
- Optimizing a portfolio of mean-reverting assets with transaction costs via a feedforward neural network
- PCA-BASED EX-ANTE FORECASTING OF SWAP TERM STRUCTURES
- Constant rebalanced portfolio optimization under nonlinear transaction costs
- From data to model and back to data: A bond portfolio management problem
- Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
- On the tail mean-variance optimal portfolio selection
- A multistage stochastic programming model with multiple objectives for the optimal issuance of corporate bonds
- Optimal portfolio selection and dynamic benchmark tracking
- BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0-1 problems
- Multi-objective stochastic programming for portfolio selection
- Solving nonlinear portfolio optimization problems with the primal-dual interior point method
- Globally evolutionarily stable portfolio rules
- Asset allocation using reliability method
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4223182)
