Pages that link to "Item:Q2464234"

The following pages link to A dynamic stochastic programming model for international portfolio management (Q2464234):

Displaying 28 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)
• Corporate hedging: an answer to the ``how'' question (Q1621895) (← links)
• Multiperiod portfolio investment using stochastic programming with conditional value at risk (Q1652255) (← links)
• Robust hedging strategies (Q1761191) (← links)
• International portfolio management with affine policies (Q1927003) (← links)
• Multi-stage portfolio selection problem with dynamic stochastic dominance constraints (Q2149614) (← links)
• Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
• A multi-objective multi-period stochastic programming model for public debt management (Q2270312) (← links)
• Nested conditional value-at-risk portfolio selection: a model with temporal dependence driven by market-index volatility (Q2273929) (← links)
• Time-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returns (Q2288946) (← links)
• Portfolio selection based on Bayesian theory (Q2298422) (← links)
• A multistage stochastic programming framework for cardinality constrained portfolio optimization (Q2402875) (← links)
• Scenario tree generation and multi-asset financial optimization problems (Q2450698) (← links)
• Multi-period portfolio optimization using model predictive control with mean-variance and risk parity frameworks (Q2670553) (← links)
• Transparent structured products for retail investors (Q2672100) (← links)
• Multistage portfolio optimization with stocks and options (Q2811944) (← links)
• Recursive risk measures under regime switching applied to portfolio selection (Q4555153) (← links)
• Portfolio Choice Models Based on Second-Order Stochastic Dominance Measures: An Overview and a Computational Study (Q4613834) (← links)
• The value and cost of more stages in stochastic programing: a statistical analysis on a set of portfolio choice problems (Q5068072) (← links)
• (Q5179076) (← links)
• Cash management using multi-stage stochastic programming (Q5190135) (← links)
• Two-stage international portfolio models with higher moment risk measures (Q6109573) (← links)