Pages that link to "Item:Q5322081"
From MaRDI portal
The following pages link to LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications (Q5322081):
Displaying 12 items.
- Coupling a memetic algorithm to simulation models for promising multi-period asset allocations (Q336580) (← links)
- On multistage stochastic integer programming for incorporating logical constraints in asset and liability management under uncertainty (Q839843) (← links)
- No-arbitrage ROM simulation (Q1994590) (← links)
- Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) (← links)
- Operational asymptotic stochastic dominance (Q2272323) (← links)
- No-arbitrage bounds for financial scenarios (Q2356278) (← links)
- Decision model and analysis for investment interest expense deduction and allocation (Q2379558) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
- A successive convex approximation method for multistage workforce capacity planning problem with turnover (Q2469579) (← links)
- Twenty years of linear programming based portfolio optimization (Q2514724) (← links)
- Workforce planning and financing on a production/capital discrete-time model (Q2811941) (← links)
- Cashflow-driven investment beyond expectations (Q6656767) (← links)
