Capturing the Correlations of Fixed-income Instruments
Year of publication: |
1994
|
---|---|
Authors: | Mulvey, John M. ; Zenios, Stavros A. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 40.1994, 10, p. 1329-1342
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | stochastic optimization | finance | portfolio optimization |
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