Scenario modeling for the management of international bond portfolios.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 227, doi. 10.1023/A:1018973828120
- By:
- Publication type:
- Article
Works matching IS 02545330 AND DT 1999 AND VI 85 AND IP 1-4
Results: 16
1
2
The practice of portfolio replication.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 267, doi. 10.1023/A:1018977929028
- By:
- Publication type:
- Article
3
Linking strategic and tactical planning systems for asset and liability management.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 249, doi. 10.1023/A:1018925912190
- By:
- Publication type:
- Article
4
Bound-based approximations in multistage stochastic programming: Nonanticipativity aggregation.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 103, doi. 10.1023/A:1018961525394
- By:
- Publication type:
- Article
5
Statistical estimation from an optimization viewpoint.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 79, doi. 10.1023/A:1018934214007
- By:
- Publication type:
- Article
6
Stochastic programs and statistical data.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 59, doi. 10.1023/A:1018982129937
- By:
- Publication type:
- Article
7
Growth versus security tradeoffs in dynamic investment analysis.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 193, doi. 10.1023/A:1018969727211
- By:
- Publication type:
- Article
8
Some advances in decomposition methods for stochastic linear programming.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 153, doi. 10.1023/A:1018965626303
- By:
- Publication type:
- Article
9
Statistical approximations for stochastic linear programming problems.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 173, doi. 10.1023/A:1018917710373
- By:
- Publication type:
- Article
10
Gains and costs of information in stochastic programming.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 129, doi. 10.1023/A:1018913609464
- By:
- Publication type:
- Article
11
Stochastic integer programming: General models and algorithms.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 39, doi. 10.1023/A:1018930113099
- By:
- Publication type:
- Article
12
The use of discrete moment bounds in probabilistic constrained stochastic programming models.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 21, doi. 10.1023/a:1018921811281
- By:
- Publication type:
- Article
13
Duality and optimality in multistage stochastic programming.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 1, doi. 10.1023/A:1018909508556
- By:
- Publication type:
- Article
14
Planning under uncertainty.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 1
- By:
- Publication type:
- Article
15
Stochastic Programming's Orchard, 1998.
- Published in:
- Annals of Operations Research, 1999, v. 85, n. 1-4, p. 1
- Publication type:
- Article
16
Preface.
- Published in:
- 1999
- Publication type:
- Book Chapter