Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition
Year of publication: |
1993
|
---|---|
Authors: | Hiller, Randall S. ; Eckstein, Jonathan |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 39.1993, 11, p. 1422-1438
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | finance | portfolios | stochastic programming | Benders decomposition | computers | parallel | decision analysis | risk |
-
Huang, Zhouchun, (2022)
-
Distributed appointment assignment and scheduling under uncertainty
Xue, Li, (2024)
-
Risk-averse multistage stochastic programs with expected conditional risk measures
Khatami, Maryam, (2024)
- More ...
-
Hiller, Randall S., (1993)
-
Optimal capacity expansion planning when there are learning effects
Hiller, Randall S., (1986)
-
Optimal Capacity Expansion Planning When There are Learning Effects
Hiller, Randall S., (1986)
- More ...