Debt portfolio management for an oil company under oil price uncertainty
Vladimir Korotin, Arseniy Ulchenkov, Rustam Islamov
Year of publication: |
February 2017
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Authors: | Korotin, Vladimir ; Ulchenkov, Arseniy ; Islamov, Rustam |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 49.2017, 2, p. 289-306
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Subject: | Quantile optimization | Stochastic optimization | Uncertainty analysis | Risk management | Debt structure | Theorie | Theory | Portfolio-Management | Portfolio selection | Risiko | Risk | Risikomanagement | Stochastischer Prozess | Stochastic process | Ölpreis | Oil price |
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