Exact methods for large-scale multi-period financial planning problems
From MaRDI portal
Publication:839841
DOI10.1007/s10287-006-0037-5zbMath1170.90437OpenAlexW2057704399MaRDI QIDQ839841
Roberto Baldacci, Simon Christofides, Nicos Christofides, Marco Antonio Boschetti
Publication date: 3 September 2009
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-006-0037-5
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (1)
Uses Software
Cites Work
- Exact methods for large-scale multi-period financial planning problems
- A finite conformal-elimination free algorithm over oriented matroid programming
- A stochastic programming model for money management
- Dynamic stochastic programming for asset-liability management
- Criss-cross methods: A fresh view on pivot algorithms
- New variants of finite criss-cross pivot algorithms for linear programming
- The Criss-Cross Method for Solving Linear Programming Problems
- High-Performance Computing for Asset-Liability Management
- A convergent criss-cross method
- Decomposition and Partitioning Methods for Multistage Stochastic Linear Programs
- A regularized decomposition method for minimizing a sum of polyhedral functions
- Stochastic Network Programming for Financial Planning Problems
- LP solvable models for portfolio optimization: a classification and computational comparison
- A New Scenario Decomposition Method for Large-Scale Stochastic Optimization
This page was built for publication: Exact methods for large-scale multi-period financial planning problems