A stochastic programming model for money management

B Golub, M Holmer, R McKendall, L Pohlman… - European Journal of …, 1995 - Elsevier
Portfolio managers in the new fixed-income securities have to cope with various forms of
uncertainty, in addition to the usual interest rate changes. Uncertainy in the timing and amount …

Return forecasting by quantile regression

L Pohlman, L Ma - The Journal of Investing, 2010 - pm-research.com
Today, third-party vendors collect, maintain, and deliver data on millions of current and
historical securities to support financial institutions’ and investment funds’ pricing activities, …

Mortgage prepayments and an analysis of the Wharton prepayment model

BW Golub, L Pohlman - Interfaces, 1994 - pubsonline.informs.org
Predicting the behavior of homeowners in paying or prepaying their mortgages is a key
feature of both pricing and portfolio management models. All major players in the market of …

An alpha+ beta framework

E Kung, L Pohlman - The Journal of Investing, 2005 - pm-research.com
This article sets forth the proposition that liquidity risk may be optimized in an attempt to
forestall or minimize the impact of a liquidity crisis. For a generic (but typical) endowment asset …

Market implied GDP

H Ntantanis, L Pohlman - Journal of Asset Management, 2020 - Springer
GDP is the most important and widely studied macroeconomic variable. It indicates the state
of an economy and is used as a measure of the economic strength of a country. Due to its …

[HTML][HTML] Music therapy for symptom management after autologous stem cell transplantation: results from a randomized study

…, L McLellan, J Dabney, C Lawrence… - Biology of Blood and …, 2017 - Elsevier
High-dose chemotherapy followed by autologous stem cell transplantation (ASCT) is
frequently performed in patients with hematologic malignancies. ASCT can result in significant …

Prognostic significance of pre-transplant quality of life in allogeneic hematopoietic cell transplantation recipients

…, C Lawrence, L McLellan, B Pohlman… - Bone marrow …, 2015 - nature.com
Quality of life (QOL) is an important outcome for hematopoietic cell transplantation (HCT)
recipients. Whether pre-HCT QOL adds prognostic information to patient and disease related …

[HTML][HTML] Pre-transplant psychosocial assessment and outcomes of allogeneic hematopoietic cell transplantation in adults

…, RM Dean, AT Gerds, D Jagadeesh, C Lawrence… - Blood, 2016 - Elsevier
Patients under consideration for allogeneic hematopoietic cell transplantation (HCT)
undergo comprehensive evaluation, including psychosocial assessment, to evaluate their …

Quasi-Monte Carlo Integration on the Unit Disk

S Ghose, L Pohlman - 2021 IEEE 11th Annual Computing and …, 2021 - ieeexplore.ieee.org
Quasi-Monte Carlo integration uses deterministic, low discrepancy sequences, such as the
Halton or the Sobol sequence, to carry out numerical integration or search. These quasi …

[PDF][PDF] Diffusion Indices for Capital Markets

D Morillo, L Pohlman - Citeseer
Recent advances in dynamic factor modelling allow for automated construction of diffusion
indices based on large numbers of explanatory variables. We use the methodology proposed …