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Robust optimization models for managing callable bond portfolios
Vassiadou-Zeniou, Christiana; Zenios, Stavros A. - In: European Journal of Operational Research 91 (1996) 2, pp. 264-273
Persistent link: https://www.econbiz.de/10005253367
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Dynamic models for fixed-income portfolio management under uncertainty
Zenios, Stavros A.; Holmer, Martin R.; McKendall, Raymond; … - In: Journal of Economic Dynamics and Control 22 (1998) 10, pp. 1517-1541
Persistent link: https://www.econbiz.de/10005107111
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Dynamic models for fixed-income portfolio management under uncertainty
Zenios, Stavros A.; Holmer, Martin R.; McKendall, Raymond; … - In: Journal of economic dynamics & control 22 (1998) 10, pp. 1517-1542
Persistent link: https://www.econbiz.de/10006788245
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Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
Worzel, Kenneth J.; Vassiadou-Zeniou, Christiana; … - In: Operations research : the journal of the Operations … 42 (1994) 2, pp. 223-233
Persistent link: https://www.econbiz.de/10006421043