Pages that link to "Item:Q4301286"
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The following pages link to Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities (Q4301286):
Displaying 24 items.
- Downside risk in multiperiod tracking error models (Q301206) (← links)
- Optimal portfolio selection and dynamic benchmark tracking (Q704069) (← links)
- On-line portfolio selection using stochastic programming (Q951342) (← links)
- Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347) (← links)
- Tracking error: a multistage portfolio model (Q1026537) (← links)
- A stochastic programming model for money management (Q1127123) (← links)
- Dynamic models for fixed-income portfolio management under uncertainty (Q1275033) (← links)
- Robust optimization models for managing callable bond portfolios (Q1278208) (← links)
- Modelling and analysis of multistage stochastic programming problems: A software environment (Q1278966) (← links)
- Mean-absolute deviation portfolio optimization for mortgage-backed securities (Q1313178) (← links)
- A stochastic programming model for funding single premium deferred annuities (Q1363425) (← links)
- Monte Carlo methods for security pricing (Q1391435) (← links)
- Solving long-term financial planning problems via global optimization (Q1391442) (← links)
- A model for designing callable bonds and its solution using tabu search (Q1391445) (← links)
- Financial planning via multi-stage stochastic optimization. (Q1422378) (← links)
- An evolutionary heuristic for the index tracking problem. (Q1812009) (← links)
- On the simulation of portfolios of interest rate and credit risk sensitive securities (Q1887920) (← links)
- Asset/liability management under uncertainty for fixed-income securities (Q1904674) (← links)
- A stochastic programming model for the optimal issuance of government bonds (Q1931633) (← links)
- Volatility versus downside risk: performance protection in dynamic portfolio strategies (Q2320466) (← links)
- Simulation-based parametric optimization for long-term asset allocation using behavioral utilities (Q2486827) (← links)
- Reducing transaction costs for interest rate risk hedging with stochastic programming (Q2672154) (← links)
- MINIMAL COST INDEX TRACKING UNDER NONLINEAR TRANSACTION COSTS AND MINIMAL TRANSACTION UNIT CONSTRAINTS (Q3523608) (← links)
- Tracking bond indices in an integrated market and credit risk environment (Q4647251) (← links)
