Pages that link to "Item:Q1275033"

The following pages link to Dynamic models for fixed-income portfolio management under uncertainty (Q1275033):

Displaying 20 items.

• A two-stage stochastic mixed-integer programming approach to the index tracking problem (Q374678) (← links)
• Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
• Modeling financial reinsurance in the casualty insurance business via stochastic programming (Q951512) (← links)
• Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
• Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001) (← links)
• Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
• The performance of stochastic dynamic and fixed mix portfolio models (Q1600971) (← links)
• Portfolio diversification in the sovereign credit swap markets (Q1621893) (← links)
• Improving the performance of evolutionary algorithms: a new approach utilizing information from the evolutionary process and its application to the fuzzy portfolio optimization problem (Q1730618) (← links)
• An evolutionary heuristic for the index tracking problem. (Q1812009) (← links)
• Post-tax optimization with stochastic programming (Q1877032) (← links)
• A stochastic programming model for the optimal issuance of government bonds (Q1931633) (← links)
• A multi-objective multi-period stochastic programming model for public debt management (Q2270312) (← links)
• Portfolio selection based on Bayesian theory (Q2298422) (← links)
• Two-stage stochastic hierarchical multiple risk problems: Models and algorithms (Q2390998) (← links)
• A mixed R{\&}D projects and securities portfolio selection model (Q2455632) (← links)
• Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
• Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
• Tracking bond indices in an integrated market and credit risk environment (Q4647251) (← links)
• A parsimonious model for generating arbitrage-free scenario trees (Q5001123) (← links)