Similar Search Results

Stochastic programming models for portfolio optimization with mortgage backed securities : comprehensive research guide

MacKendall, Raymond A. - In: Operations research models in quantitative finance : …, (pp. 134-171). 1994

Persistent link: https://www.econbiz.de/10001315480

Rational prepayments and the valuation of collateralized mortgage obligations

McConnell, John J. - In: The journal of finance : the journal of the American … 49 (1994) 3, pp. 891-921

Persistent link: https://www.econbiz.de/10001172387

Benefit-cost analysis and optimization modeling for a seller/builder buydown mortgage

Carswell, Andrew T.; Babiarz, Patryk - In: Journal of real estate practice and education : a … 19 (2016) 1, pp. 87-97

Persistent link: https://www.econbiz.de/10011741017

Response surface methodology

Kleijnen, Jack P. C. - 2014

Persistent link: https://www.econbiz.de/10010387894

Managing underperformance risk in project portfolio selection

Hall, Nicholas G.; Long, Daniel Zhuoyu; Qi, Jin; Sim, Melvyn - In: Operations research 63 (2015) 3, pp. 660-675

Persistent link: https://www.econbiz.de/10011292938

Optimal information blending with measurements in the L2 sphere

Defourny, Boris; Ryzhov, Ilya O.; Powell, Warren B. - In: Mathematics of operations research 40 (2015) 4, pp. 1060-1088

Persistent link: https://www.econbiz.de/10011409051

Solving the value-at-risk minimisation model with linear programming techniques

Xu, Chunhui; Huang, Xiaolin; Huo, Yanli; Wang, Shuning - In: Asian journal of management science and applications : AJMSA 2 (2015/2016) 3, pp. 228-244

Persistent link: https://www.econbiz.de/10011713533

A risk averse approach to the capacity allocation problem in the airline cargo industry

Wada, Masato; Delgado, Felipe; Pagnoncelli, Bernardo K. - In: Journal of the Operational Research Society : OR 68 (2017) 6, pp. 643-651

Persistent link: https://www.econbiz.de/10011656840

Approaches for performing uncertainty analysis in large-scale energy/economic policy models

Kann, Antje; Weyant, John P. - In: Environmental modeling & assessment 5 (2000) 1, pp. 29-46

Persistent link: https://www.econbiz.de/10001451537

Solutions for some dynamic problems with uncertainty aversion

Ozaki, Hiroyuki; Streufert, Peter Alfred - 1999

Persistent link: https://www.econbiz.de/10001455846