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A multistage forecasting model for green bond cost optimization with dynamic corporate risk constraints. (2024). Borjigin, Sumuya ; Yang, Ruicheng ; Hu, Zinan.
In: Journal of Forecasting.
RePEc:wly:jforec:v:43:y:2024:i:7:p:2607-2634.

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  35. Varieties of Capitalism, Varieties of Markets: Mergers and Acquisitions in Japan, Germany, France, the UK and USA. (2007). Hideaki, Miyajima ; Jackson, Gregory.
    In: Discussion papers.
    RePEc:eti:dpaper:07054.

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  36. Pricing nondiversifiable credit risk in the corporate Eurobond market. (2007). Moriggia, V. ; Bertocchi, M. ; Dupacova, J. ; Abaffy, J. ; Consigli, G..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:8:p:2233-2263.

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  37. Time and nodal decomposition with implicit non-anticipativity constraints in dynamic portfolio optimization. (2005). Canestrelli, Elio ; Barro, Diana.
    In: GE, Growth, Math methods.
    RePEc:wpa:wuwpge:0510011.

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  38. LP Modeling for Asset-Liability Management: A Survey of Choices and Simplifications. (2005). Sodhi, Manmohan S.
    In: Operations Research.
    RePEc:inm:oropre:v:53:y:2005:i:2:p:181-196.

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  39. Dynamic portfolio optimization: Time decomposition using the Maximum Principle with a scenario approach. (2005). Canestrelli, Elio ; Barro, Diana.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:163:y:2005:i:1:p:217-229.

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  40. Inventory Management with Asset-Based Financing. (2004). Zhang, Rachel Q. ; Buzacott, John A..
    In: Management Science.
    RePEc:inm:ormnsc:v:50:y:2004:i:9:p:1274-1292.

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  41. A Stochastic Convergence Model for Portfolio Selection. (2002). Puelz, Amy V.
    In: Operations Research.
    RePEc:inm:oropre:v:50:y:2002:i:3:p:462-476.

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  42. High-Performance Computing for Asset-Liability Management. (2001). Kouwenberg, Roy ; Gondzio, Jacek.
    In: Operations Research.
    RePEc:inm:oropre:v:49:y:2001:i:6:p:879-891.

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  43. From data to model and back to data: A bond portfolio management problem. (2001). Bertocchi, Marida ; Dupacova, Jitka.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:134:y:2001:i:2:p:261-278.

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  44. A maxmin policy for bond management. (1999). Ghezzi, Luca Luigi.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:114:y:1999:i:2:p:389-394.

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  45. Formulation of the Russell-Yasuda Kasai Financial Planning Model. (1998). Ziemba, William T ; Cario, David R.
    In: Operations Research.
    RePEc:inm:oropre:v:46:y:1998:i:4:p:433-449.

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  46. Financial Asset-Pricing Theory and Stochastic Programming Models for Asset/Liability Management: A Synthesis. (1998). Klaassen, Pieter.
    In: Management Science.
    RePEc:inm:ormnsc:v:44:y:1998:i:1:p:31-48.

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  47. Dynamic models for fixed-income portfolio management under uncertainty. (1998). Zenios, Stavros ; McKendall, Raymond ; Holmer, Martin R. ; Vassiadou-Zeniou, Christiana .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:22:y:1998:i:10:p:1517-1541.

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  48. Solving stochastic programming models for asset/liability management using iterative disaggregation. (1997). Klaassen, Pieter.
    In: Serie Research Memoranda.
    RePEc:vua:wpaper:1997-10.

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  49. Bank asset and liability management under uncertainty. (1997). Guven, Sibel ; Oguzsoy, Cemal Berk.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:102:y:1997:i:3:p:575-600.

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  50. Discretized reality and spurious profits in stochastic programming models for asset/liability management. (1997). Klaassen, Pieter.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:101:y:1997:i:2:p:374-392.

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  51. A stochastic programming model for money management. (1995). Zenios, Stavros ; McKendall, Raymond ; Holmer, Martin ; Pohlman, Lawrence ; Golub, Bennett.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:85:y:1995:i:2:p:282-296.

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