Pages that link to "Item:Q1931633"
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The following pages link to A stochastic programming model for the optimal issuance of government bonds (Q1931633):
Displaying 10 items.
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Forecasting macroeconomic fundamentals in economic crises (Q513085) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
- Risk-averse two-stage stochastic programs in furniture plants (Q2454333) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- A multistage linear stochastic programming model for optimal corporate debt management (Q2514832) (← links)
- Risk Management for Sustainable Sovereign Debt Financing (Q5003712) (← links)
- Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas (Q5039636) (← links)
- A multistage stochastic programming model with multiple objectives for the optimal issuance of corporate bonds (Q6607628) (← links)
