Sherman ratio optimization : constructing alternative ultrashort sovereign bond portfolios
Year of publication: |
2023
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Authors: | Henide, Karim |
Published in: |
The journal of investment strategies. - London : Infopro Digital, ISSN 2047-1246, ZDB-ID 2701678-X. - Vol. 12.2023, 1, p. 23-44
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Subject: | fixed income | sovereign | portfolio | linear programming | optimization | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Anleihe | Bond | Öffentliche Anleihe | Public bond | Länderrisiko | Country risk |
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