Reference health
Asset/liability management under uncertainty for fixed-income securities
18/18 checkable references clean · checked 2026-08-09
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
6 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 18 checked references that resolve
resolves10.2469/faj.v46.n1.33
A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options
resolves10.1016/0377-2217(95)00283-9
Robust optimization models for managing callable bond portfolios
resolves10.2469/faj.v41.n5.24
Returns on Levered, Actively Managed Long-Run Portfolios of Stocks, Bonds, and Bills, 1934–1983
resolves10.1287/mnsc.39.11.1422
Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition
resolves10.1287/mnsc.37.5.519
Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market
resolves10.1137/1016053
Stochastic Programs with Fixed Recourse: The Equivalent Deterministic Program
resolves10.1287/opre.42.2.223
Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
The 6 references without a DOI — listed, not checked
no DOI — not checkedP.E. Christensen and F.J. Fabozzi, Bond immunization: An asset liability optimization strategy, in:The Handbook of Fixed Income Securities, ed. F.J. Fabozzi and I.M. Pollack (Dow Jones Irwin, 1987).
no DOI — not checkedJ.E. Ingersoll, Jr.,Theory of Financial Decision Making, Studies in Financial Economics (Rowman and Littlefield, Totowa, NJ, 1987).
no DOI — not checkedH. Markowitz, Portfolio selection, J. Fin. 7(1952)77–91.
no DOI — not checkedH. Markowitz,Mean-Variance Analysis in Portfolio Choice and Capital Markets (Basil Blackwell, Oxford, 1987).
no DOI — not checkedR.B. Platt (ed.),Controlling Interest Rate Risk, Wiley Professional Series in Banking and Finance (Wiley, New York, 1986).
no DOI — not checkedS.A. Zenios, Massively parallel computations for financial modeling under uncertainty, in:Very Large Scale Computing in the 21st Century, ed. J. Mesirov (SIAM, Philadelphia, PA, 1991) pp. 273–294.
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