Pages that link to "Item:Q2464234"
From MaRDI portal
The following pages link to A dynamic stochastic programming model for international portfolio management (Q2464234):
Displayed 14 items.
- Risk management for international portfolios with basket options: A multi-stage stochastic programming approach (Q256732) (← links)
- Resource allocation with stochastic optimal control approach (Q291338) (← links)
- A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem (Q319836) (← links)
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Robust international portfolio management (Q373171) (← links)
- On valuing and hedging European options when volatility is estimated directly (Q439467) (← links)
- Handling CVaR objectives and constraints in two-stage stochastic models (Q932208) (← links)
- Robust hedging strategies (Q1761191) (← links)
- International portfolio management with affine policies (Q1927003) (← links)
- A multi-objective multi-period stochastic programming model for public debt management (Q2270312) (← links)
- Scenario tree generation and multi-asset financial optimization problems (Q2450698) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- (Q5179076) (← links)
- Cash management using multi-stage stochastic programming (Q5190135) (← links)