Backtesting short-term treasury management strategies based on multi-stage stochastic programming
Year of publication: |
2010
|
---|---|
Authors: | Ferstl, Robert ; Weissensteiner, Alex |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 11.2010/11, 2/3, p. 94-112
|
Subject: | Pensionskasse | Pension fund | Portfolio-Management | Portfolio selection | Szenariotechnik | Scenario analysis | Cash-Management | Cash management | Zinsstruktur | Yield curve | Euromarkt | Euromarkets |
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