Pages that link to "Item:Q1600971"

The following pages link to The performance of stochastic dynamic and fixed mix portfolio models (Q1600971):

Displaying 21 items.

• Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
• Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
• Risk aversion and CO\(_{2}\) regulatory uncertainty in power generation investment: policy and modeling implications (Q612728) (← links)
• A polynomial optimization approach to constant rebalanced portfolio selection (Q694522) (← links)
• Hydro energy management optimization in a deregulated electricity market (Q833411) (← links)
• On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
• Applications of stochastic programming: Achievements and questions (Q1598762) (← links)
• Is certainty in carbon policy better than uncertainty? (Q1698903) (← links)
• Massively parallel processing of recursive multi-period portfolio models (Q1751815) (← links)
• A study on modeling the dynamics of statistically dependent returns (Q1782797) (← links)
• Importance sampling in stochastic optimization: an application to intertemporal portfolio choice (Q2183315) (← links)
• Decision model and analysis for investment interest expense deduction and allocation (Q2379558) (← links)
• A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
• A stochastic programming model for asset liability management of a Finnish pension company (Q2480243) (← links)
• Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
• Horizon and stages in applications of stochastic programming in finance (Q2507406) (← links)
• Dynamic asset allocation for varied financial markets under regime switching framework (Q2514717) (← links)
• (Q3604331) (← links)
• The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems (Q5068072) (← links)
• Integrated Stochastic Optimal Self-Scheduling for Two-Settlement Electricity Markets (Q5087741) (← links)
• DC pension fund benchmarking with fixed-mix portfolio optimization (Q5423189) (← links)