Cashflow replication with mismatch constraints
Year of publication: |
2012
|
---|---|
Authors: | Chen, Wei ; Skoglund, Jimmy |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 14.2011/12, 4, p. 115-128
|
Subject: | Portfolio-Management | Portfolio selection | Cash Flow | Cash flow | Mathematische Optimierung | Mathematical programming |
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