Implementing a reference portfolio strategy in bond portfolio management
Year of publication: |
2004
|
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Authors: | Derigs, Ulrich ; Nickel, Nils-H. |
Published in: |
Operations research proceedings 2003 : selected papers of the International Conference on Operations Research (OR 2003), Heidelberg, September 3 - 5, 2003 ; with 51 tables. - Berlin : Springer, ISBN 3-540-21445-3. - 2004, p. 245-252
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Subject: | Portfolio-Management | Portfolio selection | Anleihe | Bond | Mathematische Optimierung | Mathematical programming | Heuristik | Heuristics | Theorie | Theory |
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