A multi-objective multi-period stochastic programming model for public debt management
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- Valladão, Davi M. & Veiga, Álvaro & Veiga, Geraldo, 2014. "A multistage linear stochastic programming model for optimal corporate debt management," European Journal of Operational Research, Elsevier, vol. 237(1), pages 303-311.
- Stavros A. Zenios & Andrea Consiglio & Marialena Athanasopoulou & Edmund Moshammer & Angel Gavilan & Aitor Erce, 2021. "Risk Management for Sustainable Sovereign Debt Financing," Operations Research, INFORMS, vol. 69(3), pages 755-773, May.
- Dimitris Andriosopoulos & Michalis Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019.
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- Dimitris Andriosopoulos & Michael Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Post-Print hal-02879937, HAL.
- Dimitris Andriosopoulos & Michael Doumpos & Panos M. Pardalos & Constantin Zopounidis, 2019. "Computational approaches and data analytics in financial services: A literature review," Post-Print hal-02880149, HAL.
- Paul Glasserman & Amit Sirohi & Allen Zhang, 2017. "The effect of “regular and predictable” issuance on Treasury bill financing," Economic Policy Review, Federal Reserve Bank of New York, issue 23-1, pages 43-56.
- Date, P. & Canepa, A. & Abdel-Jawad, M., 2011. "A mixed integer linear programming model for optimal sovereign debt issuance," European Journal of Operational Research, Elsevier, vol. 214(3), pages 749-758, November.
- Massol, Olivier & Banal-Estañol, Albert, 2014. "Export diversification through resource-based industrialization: The case of natural gas," European Journal of Operational Research, Elsevier, vol. 237(3), pages 1067-1082.
- Consiglio Andrea & Zenios Stavros A., 2015.
"Risk Management Optimization for Sovereign Debt Restructuring,"
Journal of Globalization and Development, De Gruyter, vol. 6(2), pages 181-213, December.
- Consiglio, Andrea & Zenios, Stavros A., 2014. "Risk Management Optimization for Sovereign Debt Restructuring," Working Papers 14-10, University of Pennsylvania, Wharton School, Weiss Center.
- Aleksandras Vytautas Rutkauskas & Viktorija Stasytytė & Nijolė Maknickienė, 2014. "Government debt as the integral portfolio of assets and liabilities generated by debt," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 15(1), pages 22-40, February.
- Murat Köksalan & Ceren Tuncer Şakar, 2016. "An interactive approach to stochastic programming-based portfolio optimization," Annals of Operations Research, Springer, vol. 245(1), pages 47-66, October.
- Lecturer Gheorghița Dincă Ph. D, Assoc. Prof. Marius Sorin Dincă Ph. D, 2011. "The Evolution Of The Romanian Public Debt During The Last 10 Years," Annals of University of Craiova - Economic Sciences Series, University of Craiova, Faculty of Economics and Business Administration, vol. 4(39), pages 100-109, May.
- Andrea Consiglio & Stavros Zenios, 2015.
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Journal of Risk Finance, Emerald Group Publishing, vol. 16(1), pages 2-26, January.
- Consiglio, Andrea & Zenios, Stavros A., 2014. "Risk Profiles for Re-profiling the Sovereign Debt of Crisis Countries," Working Papers 14-14, University of Pennsylvania, Wharton School, Weiss Center.
- Xu, Jiuping & Tao, Zhimiao, 2012. "A class of multi-objective equilibrium chance maximization model with twofold random phenomenon and its application to hydropower station operation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 85(C), pages 11-33.
- Johannes Holler, 2013. "Funding Strategies of Sovereign Debt Management: A Risk Focus," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 2, pages 51-74.
- Körpeoglu, Ersin & Yaman, Hande & Selim Aktürk, M., 2011. "A multi-stage stochastic programming approach in master production scheduling," European Journal of Operational Research, Elsevier, vol. 213(1), pages 166-179, August.
- Xiao Liu & Simge Küçükyavuz & Nilay Noyan, 2017. "Robust multicriteria risk-averse stochastic programming models," Annals of Operations Research, Springer, vol. 259(1), pages 259-294, December.
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Keywords
OR in government Multiple objective programming Risk analysis Stochastic programming Public debt management;Statistics
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