Abaffy, Jozsef; Bertocchi, Marida; Dupačová, Jitka; … - In: Bulletin of the Czech Econometric Society 7 (2000)
Investments recommendations that result from scenario-based bond portfolio management models depend on the input scenarios which can be obtained in many different ways. Various aspects which influence the choice of representative scenarios for bond portfolio management, e.g., the sources of...