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OR PRACTICE—Assisting Defined-Benefit Pension Plans
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OR PRACTICE—Assisting Defined-Benefit Pension Plans (2008)OR PRACTICE—Assisting Defined-Benefit Pen…United States House of Representatives (2024)United States House of Repres…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Stochastic Programming (2010)Stochastic ProgrammingPension Plan Funding and Stock Market Efficiency (2006)Pension Plan Funding and Stoc…Investment and Financing Constraints: Evidence from the Funding of Corporate Pension Plans (2006)Investment and Financing Cons…Generating Scenario Trees for Multistage Decision Problems (2001)Generating Scenario Trees for…Asset/Liability Management for Pension Funds Using CVaR Constraints (2001)Asset/Liability Management fo…An Asset and Liability Management System for Towers Perrin-Tillinghast (2000)An Asset and Liability Manage…Worldwide asset and liability modeling (1998)Worldwide asset and liability…Risk management, capital budgeting, and capital structure policy for financial institutions: An integrated approach (1998)Risk management, capital budg…Introduction to Stochastic Programming (1997)Introduction to Stochastic Pr…Generating Scenarios for the Towers Perrin Investment System (1996)Generating Scenarios for the …Stochastic Programming (1995)Stochastic ProgrammingThe Russell-Yasuda Kasai Model: An Asset/Liability Model for a Japanese Insurance Company Using Multistage Stochastic Programming (1994)The Russell-Yasuda Kasai Mode…The ABO, the PBO and Pension Investment Policy (1990)The ABO, the PBO and Pension …Defined Benefit versus Defined Contribution Pension Plans: What are the Real Tradeoffs? (1985)Defined Benefit versus Define…Pension fund management with hedging derivatives, stochastic dominance and nodal contamination (2018)Pension fund management with …Portfolio Selection: Efficient Diversification of Investments (1959)Exceptional Paper—Probability Encoding in Decision Analysis (1975)Evaluation of scenario-generation methods for stochastic programming (2003)Worst-Case Conditional Value-at-Risk with Application to Robust Portfolio Management (2009)A framework for sensitivity analysis of decision trees (2017)Portfolio Selection: Efficient Diversification of Investments. (1960)Scenario generation and stochastic programming models for asset liability management (2001)Optimization Methods in Finance (2006)Stochastic dual dynamic integer programming (2018)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)Lectures on Stochastic Programming: Modeling and Theory (2009)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Econometric Analysis of Cross Section and Panel Data (2001)Is cash negative debt? A hedging perspective on corporate financial policies (2007)Military CEOs (2014)Financing Innovation: Evidence from R&D Grants (2017)The Pricing of Options and Corporate Liabilities (1973)Are There Economies of Scale in Underwriting Fees? Evidence of Rising External Financing Costs (2000)Banks' Advantage in Hedging Liquidity Risk: Theory and Evidence from the Commercial Paper Market (2006)The cost of capital, corporation finance and the theory of investment (2008)A theory of systemic risk and design of prudential bank regulation (2009)Credit risk optimization with Conditional Value-at-Risk criterion (2001)DRAWDOWN MEASURE IN PORTFOLIO OPTIMIZATION (2005)Multi-objective stochastic programming for portfolio selection (2005)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Robust optimization – A comprehensive survey (2007)Distributionally Robust Optimization and Its Tractable Approximations (2010)Quantitative models for managing supply chain risks: A review (2015)Portfolio optimization with conditional value-at-risk objective and constraints (2001)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Data-driven chance constrained stochastic program (2015)Can governments make credible promises? Insights from infrastructure projects in emerging economies (2003)Who bears the brunt? Distributional effects of climate change mitigation policies (2011)Expanding protection motivation theory: investigating an application to animal owners and emergency responders in bushfire emergencies (2017)
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  • 2000An Asset and Liability Management System for Towers Perrin-Tillinghast94 cited
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    • 2018Pension fund management with hedging derivatives, stochastic dominance and nodal contamination36 cited