Reference health
Dynamic models for fixed-income portfolio management under uncertainty
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34/34 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.
2 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 34 checked references that resolve
resolves10.1017/CBO9780511522130.007
An economic approach to valuation of single premium deferred annuities
resolves10.2469/faj.v46.n1.33
A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options
resolves10.1287/inte.24.1.29
The Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming
resolves10.1016/S0165-1889(97)00034-1
A model for designing callable bonds and its solution using tabu search
resolves10.1287/ijoc.7.4.474
A Study of the Augmented System and Column-Splitting Approaches for Solving Two-Stage Stochastic Linear Programs by Interior-Point Methods
resolves10.1287/mnsc.39.11.1422
Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition
resolves10.1137/0804048
Parallel Factorization of Structured Matrices Arising in Stochastic Programming
resolves10.1007/BF02592151
A stochastic programming model for funding single premium deferred annuities
resolves10.1016/0377-2217(91)90190-7
Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies
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 2 references without a DOI — listed, not checked
no DOI — not checkedCensor, Y., Zenios, S.A., 1997. Parallel Optimization: Theory, Algorithms, and Applications, Numerical Mathematics and Scientific Computation. Oxford University Press, New York.
no DOI — not checkedDupacova, J., Bertocchi, M., Moriggia, V., 1997. Postoptimality for a bond portfolio management model, Quaderni del Dipartimento di Matematica, Statistica, Informatica ed Applicazioni, No. 13, Universita degli Studi di Bergamo.
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