Zobrazeno 1 - 10
of 51
pro vyhledávání: '"McKendall, R."'
Publikováno v:
European Journal of Operational Research
Portfolio managers in the new fixed-income securities have to cope with various forms of uncertainty, in addition to the usual interest rate changes. Uncertainy in the timing and amount of cashflows, changes in the default and other risk premia and s
Publikováno v:
Journal of Economic Dynamics and Control
We develop multi-period dynamic models for fixed-income portfolio management under uncertainty, using multi-stage stochastic programming with recourse. The models integrate the prescriptive stochastic programs with descriptive Monte Carlo simulation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::aae6288272f3a2c80ea3e9c3ccd69247
http://gnosis.library.ucy.ac.cy/handle/7/47024
http://gnosis.library.ucy.ac.cy/handle/7/47024
Autor:
McKendall, R., Woo, W.
Publikováno v:
Archives of Virology; 1988, Vol. 98 Issue 3/4, p225-233, 9p
Autor:
Kieburtz, K., Simpson, D., Yiannoutsos, C., Max, M. B., Hall, C. D., Ellis, R. J., Marra, C. M., McKendall, R., Singer, E., Pan, G. J. Dal, Clifford, D. B., Tucker, T., Cohen, B.
Publikováno v:
Neurology (Ovid); December 1998, Vol. 51 Issue: 6 p1682-1688, 7p
Publikováno v:
Infection and Immunity; February 1979, Vol. 23 Issue: 2 p305-311, 7p
Autor:
Fineman, S., McKendall, R.
Publikováno v:
Journal of Neurology; 1990, Vol. 237 Issue 2, p85-87, 3p
Publikováno v:
Infection; Jan1990, Vol. 18 Issue 1, p33-35, 3p
Autor:
Janssen, R. S., Kaplan, J. E., Khabbaz, R. F., Hammond, R., Lechtenberg, R., Lairmore, M., Chiasson, M. A., Punsalang, A., Roberts, B., McKendall, R. R., Rosenblum, M., Brew, B., Farraye, J., Howley, D. J., Feraru, E., Sparr, S., Vecchio, J., Silverman, M., McHarg, M., Gorin, B.
Publikováno v:
Neurology; Sep1991, Vol. 41 Issue 9, p1355-1357, 3p
Autor:
McKendall, R R
Publikováno v:
Infection and Immunity; May 1977, Vol. 16 Issue: 2 p717-719, 3p
Autor:
Janssen, R. S., Kaplan, J. E., Khabbaz, R. F., Hammond, R., Lechtenberg, R., Lairmore, M., Chiasson, M. A., Punsalang, A., Roberts, B., McKendall, R. R., Rosenblum, M., Brew, B., Farraye, J., Howley, D. J., Feraru, E., Sparr, S., Vecchio, J., Silverman, M., McHarg, M., Gorin, B., Rugg, D. R., Grenell, S., Trimble, B., Bruining, K., Guha, S., Amaraneni, P., Price, R. W.
Publikováno v:
Neurology (Ovid); September 1991, Vol. 41 Issue: 9 p1355-1357, 3p