✦ LIBER ✦

Robust optimization models for managing callable bond portfolios

✍ Scribed by Christiana Vassiadou-Zeniou; Stavros A. Zenios

Publisher: Elsevier Science
Year: 1996
Tongue: English
Weight: 743 KB
Volume: 91
Category: Article
ISSN: 0377-2217
DOI: 10.1016/0377-2217(95)00283-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Robust modelling for asset management

✍ A. O'Hagan 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 997 KB

System optimization for HVAC energy mana

System optimization for HVAC energy management using the robust evolutionary algorithm

✍ K.F. Fong; V.I. Hanby; T.T. Chow 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 325 KB

Optimal designs for robust estimation in

Optimal designs for robust estimation in conditionally contaminated linear models

✍ Christine Müller 📂 Article 📅 1994 🏛 Elsevier Science 🌐 English ⚖ 765 KB

Optimization models and solution methods

Optimization models and solution methods for load management

✍ Stig-Inge Gustafsson; Mikael Rönnqvist; Marcus Claesson 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 183 KB

The electricity market in Sweden has changed during recent years. Electricity for industrial use can now be purchased from a number of competing electricity suppliers. Hence, the price for each kilowatt-hour is significantly lower than it was just two years ago and interest in electricity conservati

A heuristic algorithm for a portfolio op

A heuristic algorithm for a portfolio optimization model applied to the Milan stock market

✍ M. Grazia Speranza 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 639 KB

Model robust optimal designs for compari

Model robust optimal designs for comparing test treatments with a control

✍ A.S. Hedayat; Dibyen Majumdar 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 552 KB