Bond portfolio management via stochastic programming
Year of publication: |
2006
|
---|---|
Authors: | Bertocchi, Marida ; Moriggia, Vittorio ; Dupačová, Jitka |
Published in: |
Theory and methodology. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-50875-9. - 2006, p. 305-336
|
Subject: | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Anleihe | Bond |
-
Pricing cataastrophe bonds with multistage stochastic programming
Georgiopoulos, Nick, (2017)
-
Alternative decision models for liability-driven investment
Schwaiger, Katharina, (2010)
-
Puhle, Michael, (2008)
- More ...
-
Pricing nondiversifiable credit risk in the corporate Eurobond market
Abaffy, J., (2007)
-
Testing the structure of multistage stochastic programs
Dupačová, Jitka, (2009)
-
Postoptimality for a bond portfolio management model
Dupačová, Jitka, (1997)
- More ...