Pages that link to "Item:Q951347"
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The following pages link to Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990-1999 (Q951347):
Displaying 11 items.
- Options strategies for international portfolios with overall risk management via multi-stage stochastic programming (Q363597) (← links)
- Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
- An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
- Stochastic optimal control of DC pension funds (Q931216) (← links)
- Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
- A Riccati-based primal interior point solver for multistage stochastic programming (Q1848394) (← links)
- Optimal investment strategies for DC pension with stochastic salary under the affine interest rate model (Q1956025) (← links)
- Integrated dynamic models for hedging international portfolio risks (Q2183309) (← links)
- Solving multistage asset investment problems by the sample average approximation method (Q2502215) (← links)
- Multistage portfolio optimization with stocks and options (Q2811944) (← links)
- PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS (Q2853378) (← links)
