Using linear and goal programming to immunize bond portfolios
Year of publication: |
1985
|
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Authors: | Alexander, Gordon J. ; Resnick, Bruce G. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 9.1985, 1, p. 35-54
|
Subject: | Kapitalanlage Portefeuilleplanung | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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