A Dynamic Stochastic Programming Model for Bond Portfolio Management

Computational Science - ICCS 2004 - Lecture Notes in Computer Science ◽

10.1007/978-3-540-25944-2_113 ◽

2004 ◽

pp. 876-883 ◽

Cited By ~ 2

Author(s):

Liyong Yu ◽

Shouyang Wang ◽

Yue Wu ◽

K. K. Lai

Keyword(s):

Stochastic Programming ◽

Portfolio Management ◽

Programming Model ◽

Bond Portfolio ◽

Dynamic Stochastic Programming ◽

Stochastic Programming Model ◽

Dynamic Stochastic ◽

Bond Portfolio Management

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A Stochastic Programming Model for Commercial Bank Bond Portfolio Management

Journal of Financial and Quantitative Analysis ◽

10.2307/2329914 ◽

1971 ◽

Vol 6 (3) ◽

pp. 955 ◽

Cited By ~ 16

Author(s):

Dwight B. Crane

Keyword(s):

Stochastic Programming ◽

Commercial Bank ◽

Portfolio Management ◽

Programming Model ◽

Bond Portfolio ◽

Stochastic Programming Model ◽

Bond Portfolio Management

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A dynamic stochastic programming model for international portfolio management

European Journal of Operational Research ◽

10.1016/j.ejor.2005.07.035 ◽

2008 ◽

Vol 185 (3) ◽

pp. 1501-1524 ◽

Cited By ~ 59

Author(s):

Nikolas Topaloglou ◽

Hercules Vladimirou ◽

Stavros A. Zenios

Keyword(s):

Stochastic Programming ◽

Portfolio Management ◽

Programming Model ◽

Dynamic Stochastic Programming ◽

International Portfolio ◽

Stochastic Programming Model ◽

Dynamic Stochastic

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A Dynamic Stochastic Programming model of crop rotation choice to test the adoption of long rotation under price and production risks

European Journal of Operational Research ◽

10.1016/j.ejor.2015.12.025 ◽

2016 ◽

Vol 252 (1) ◽

pp. 270-279 ◽

Cited By ~ 8

Author(s):

Aude Ridier ◽

Karim Chaib ◽

Caroline Roussy

Keyword(s):

Stochastic Programming ◽

Crop Rotation ◽

Programming Model ◽

Dynamic Stochastic Programming ◽

Stochastic Programming Model ◽

Dynamic Stochastic ◽

Production Risks

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Planning of energy system management and GHG-emission control in the Municipality of Beijing—An inexact-dynamic stochastic programming model

Energy Policy ◽

10.1016/j.enpol.2009.05.066 ◽

2009 ◽

Vol 37 (11) ◽

pp. 4463-4473 ◽

Cited By ~ 47

Author(s):

Q.G. Lin ◽

G.H. Huang

Keyword(s):

Stochastic Programming ◽

Programming Model ◽

Emission Control ◽

Energy System ◽

System Management ◽

Ghg Emission ◽

Dynamic Stochastic Programming ◽

Stochastic Programming Model ◽

Dynamic Stochastic

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A Stochastic Programming Model with Decision Dependent Uncertainty Realizations for Technology Portfolio Management

Operations Research Proceedings - Operations Research Proceedings 2007 ◽

10.1007/978-3-540-77903-2_12 ◽

2008 ◽

pp. 75-80 ◽

Cited By ~ 1

Author(s):

Senay Solak ◽

John-Paul Clarke ◽

Ellis Johnson ◽

Earl Barnes

Keyword(s):

Stochastic Programming ◽

Portfolio Management ◽

Programming Model ◽

Stochastic Programming Model ◽

Decision Dependent Uncertainty

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Bond portfolio management via stochastic programming

Handbook of Asset and Liability Management ◽

10.1016/b978-044453248-0.50013-7 ◽

2008 ◽

pp. 305-336

Author(s):

M. Bertocchi ◽

V. Moriggia ◽

J. Dupačová

Keyword(s):

Stochastic Programming ◽

Portfolio Management ◽

Bond Portfolio ◽

Bond Portfolio Management

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Chapter 7 Bond Portfolio Management via Stochastic Programming

Theory and Methodology - Handbook of Asset and Liability Management ◽

10.1016/s1872-0978(06)01007-6 ◽

2006 ◽

pp. 305-336 ◽

Cited By ~ 1

Author(s):

M. Bertocchi ◽

V. Moriggia ◽

J. Dupačová

Keyword(s):

Stochastic Programming ◽

Portfolio Management ◽

Bond Portfolio ◽

Bond Portfolio Management

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Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies (a review) Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies 2005 Frank J. Fabozzi Lionel Martellini Philippe Priaulet John Wiley & Sons, Inc. compilation edited by Frank J. Fabozzi, Lionel Martellini, and Philippe Priaulet, +1 (201) 748-6011, www.wiley.com . 558 pages, $90.00.

Financial Analysts Journal ◽

10.2469/faj.v63.n2.4533 ◽

2007 ◽

Vol 63 (2) ◽

pp. 106-107

Author(s):

Mark S. Rzepczynski

Keyword(s):

Best Practices ◽

Portfolio Management ◽

Bond Portfolio ◽

Bond Portfolio Management

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A stochastic programming model for tactical product prepositioning at domestic hunger relief organizations impacted by natural hazards

Natural Hazards ◽

10.1007/s11069-021-04639-3 ◽

2021 ◽

Author(s):

Yash V. Marthak ◽

Eduardo Pérez ◽

Francis A. Méndez Mediavilla

Keyword(s):

Stochastic Programming ◽

Natural Hazards ◽

Programming Model ◽

Stochastic Programming Model ◽

Relief Organizations

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A stochastic programming model with endogenous uncertainty for selecting supplier development programs to proactively mitigate supplier risk

Omega ◽

10.1016/j.omega.2021.102542 ◽

2022 ◽

Vol 107 ◽

pp. 102542

Author(s):

Rui Zhou ◽

Tanveer Hossain Bhuiyan ◽

Hugh R. Medal ◽

Michael D. Sherwin ◽

Dong Yang

Keyword(s):

Stochastic Programming ◽

Programming Model ◽

Supplier Development ◽

Development Programs ◽

Endogenous Uncertainty ◽

Stochastic Programming Model ◽

Supplier Risk

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