A model for portfolio management with mortgage-backed securities

JOURNAL ARTICLE published June 1993 in Annals of Operations Research

Authors: Stavors A. Zenios

Preface

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: Hercules Vladimirou | Stavros A. Zenios | Roger J-B Wets

Use of stochastic and mathematical programming in portfolio theory and practice

JOURNAL ARTICLE published February 2009 in Annals of Operations Research

Authors: William T. Ziemba

Stochastic network optimization models for investment planning

JOURNAL ARTICLE published December 1989 in Annals of Operations Research

Authors: John M. Mulvey | Hercules Vladimirou

Applying the progressive hedging algorithm to stochastic generalized networks

JOURNAL ARTICLE published December 1991 in Annals of Operations Research

Authors: John M. Mulvey | Hercules Vladimirou

Supply chain management through the stochastic goal programming model

JOURNAL ARTICLE published April 2017 in Annals of Operations Research

Authors: Alireza Azimian | Belaid Aouni

Stochastic dominance of portfolio insurance strategies

JOURNAL ARTICLE published May 2011 in Annals of Operations Research

Authors: Rudi Zagst | Julia Kraus

Mean-absolute deviation portfolio optimization for mortgage-backed securities

JOURNAL ARTICLE published December 1993 in Annals of Operations Research

Authors: Stavros A. Zenios | Pan Kang

Preface

JOURNAL ARTICLE published January 2009 in Annals of Operations Research

Authors: Marida Bertocchi | Georg C. Pflug | Hercules Vladimirou

Asset-liability management for Czech pension funds using stochastic programming

JOURNAL ARTICLE published January 2009 in Annals of Operations Research

Authors: Jitka Dupačová | Jan Polívka

An interactive approach to stochastic programming-based portfolio optimization

JOURNAL ARTICLE published October 2016 in Annals of Operations Research

Authors: Murat Köksalan | Ceren Tuncer Şakar

A multiple stochastic goal programming approach for the agent portfolio selection problem

JOURNAL ARTICLE published April 2017 in Annals of Operations Research

Research funded by University of Bahrain (2013-1)

Authors: Hatem Masri

Portfolio diversification in the sovereign credit swap markets

JOURNAL ARTICLE published July 2018 in Annals of Operations Research

Research funded by Horizon 2020 (655092)

Authors: Andrea Consiglio | Somayyeh Lotfi | Stavros A. Zenios

Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models

JOURNAL ARTICLE published August 2018 in Annals of Operations Research

Authors: Meryem Masmoudi | Fouad Ben Abdelaziz

Portfolio selection in stochastic markets with exponential utility functions

JOURNAL ARTICLE published February 2009 in Annals of Operations Research

Authors: Ethem Çanakoğlu | Süleyman Özekici

Mixing stochastic dynamic programming and scenario aggregation

JOURNAL ARTICLE published December 1996 in Annals of Operations Research

Authors: Nils Jacob Berland | Kjetil K. Haugen

Models and model value in stochastic programming

JOURNAL ARTICLE published December 1995 in Annals of Operations Research

Authors: John R. Birge

Stochastic dominance spanning and augmenting the human development index with institutional quality

JOURNAL ARTICLE published August 2022 in Annals of Operations Research

Research funded by Social Sciences and Humanities Research Council of Canada (4301)

Authors: Mehmet Pinar | Thanasis Stengos | Nikolas Topaloglou

The relevance of goal programming for financial portfolio management: a bibliometric and systematic literature review

JOURNAL ARTICLE published 29 March 2024 in Annals of Operations Research

Authors: Cinzia Colapinto | Issam Mejri

Dynamic portfolio insurance strategies: risk management under Johnson distributions

JOURNAL ARTICLE published March 2018 in Annals of Operations Research

Authors: Naceur Naguez