Scenario-based dynamic corporate bond portfolio management
Year of publication: |
2012
|
---|---|
Authors: | Beraldi, Patrizia ; De Simone, Francesco ; Violi, Antonio ; Consigli, Giorgio ; Iaquinta, Gaetano |
Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 23.2012, 4, p. 341-364
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Unternehmensanleihe | Corporate bond |
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