- On generating scenarios for bond portfolios2000 | Faculty of Mathematics and Physics
- Integrated Risk Management of Bond Portfolios2004 | Faculty of Social Sciences
- Price and market risk reduction for bond portfolio selection in BRICS markets2018 | Faculty of Mathematics and Physics
- Stability properties of a bond portfolio management problem2001 | Faculty of Mathematics and Physics
- From data to model and back to data: a bond portfolio management problem2001 | Faculty of Mathematics and Physics
- Sensitivity analysis of a bond portfolio model for the Italian market2000 | Faculty of Mathematics and Physics
- Generating scenarios for bond portfoliosPublication without faculty affiliation
- Bond portfolio management via stochastic programming +12006 | Faculty of Mathematics and Physics
- Input analysis for a bond portfolio management1997 | Faculty of Mathematics and Physics
- Postoptimality for a bond portfolio management model1997 | Faculty of Mathematics and Physics
- Sensitivity of bond portfolio's behavior with respect to random movements in yield curve: A simulation study2001 | Faculty of Mathematics and Physics
- Input analysis for a bond portfolio management modelPublication without faculty affiliation
- Bond portfolio management via stochastic programming: Computational results on scenario tree reduction, construction and contamination2004 | Faculty of Mathematics and Physics
- Sensitivity analysis on inputs for a bond portfolio management modelPublication without faculty affiliation
- Sensitivity analysis of a bond portfolio model for the Italian marketPublication without faculty affiliation
- Sensitivity analysis on inputs for a bond portfolio management model1996 | Faculty of Mathematics and Physics
- Management of bond portfolios via stochastic programming - postoptimality and sensitivity analysis1996 | Faculty of Mathematics and Physics
- Sensitivity of bond portfolio´s behaviour with respect to random movements in yield curvePublication without faculty affiliation
- Management of bond portfolios via stochastic programming - postoptimality and sensitivity analysis (extended abstract)1995 | Publication without faculty affiliation
- Testing the structure of multistage stochastic programs +12008 | Faculty of Mathematics and Physics
- Can investment in microfinance funds improve risk-return characteristics of a portfolio?2014 | Faculty of Social Sciences