The following pages link to (Q4251881):
Displaying 18 items.
- Coupling a memetic algorithm to simulation models for promising multi-period asset allocations (Q336580) (← links)
- Constant rebalanced portfolio optimization under nonlinear transaction costs (Q538327) (← links)
- Generating interest rate scenarios for bank asset liability management (Q928295) (← links)
- Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
- A hybrid simulation/optimisation scenario model for asset/liability management (Q1278812) (← links)
- A Lagrangian dual method with self-concordant barriers for multi-stage stochastic convex programming (Q1769066) (← links)
- On the formulation of stochastic linear programs using algebraic modelling languages (Q1918423) (← links)
- Second-order scenario approximation and refinement in optimization under uncertainty (Q1918426) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- Stochastic dual dynamic integer programming (Q2414913) (← links)
- Parallel interior-point solver for structured quadratic programs: Application to financial planning problems (Q2480251) (← links)
- Multistage stochastic convex programs: duality and its implications (Q2507410) (← links)
- Treasury management model with foreign exchange exposure (Q2574065) (← links)
- Workforce planning and financing on a production/capital discrete-time model (Q2811941) (← links)
- ON INTEGRATED CHANCE CONSTRAINTS IN ALM FOR PENSION FUNDS (Q4562945) (← links)
- Performance Enhancements for Defined Benefit Pension Plans (Q4613811) (← links)
- Dynamic Portfolio Management for Property and Casualty Insurance (Q4613814) (← links)
- Liquidity, risk, and return: specifying an objective function for the management of foreign reserves (Q5414503) (← links)
