Narrow search
Showing 1 - 10 of 16,953
Cover Image
An integrated matching-immunization model for bond portfolio optimization
Xidonas, P.; Hassapis, Christis; Bouzianis, G.; … - In: Computational economics 51 (2018) 3, pp. 595-605
Persistent link: https://www.econbiz.de/10011963712
Cover Image
A multistage linear stochastic programming model for optimal corporate debt management
Valladão, Davi M.; Veiga, Alvaro; Veiga, Geraldo - In: European journal of operational research : EJOR 237 (2014) 1, pp. 303-311
Persistent link: https://www.econbiz.de/10010378601
Cover Image
Sherman ratio optimization : constructing alternative ultrashort sovereign bond portfolios
Henide, Karim - In: The journal of investment strategies 12 (2023) 1, pp. 23-44
Persistent link: https://www.econbiz.de/10014484621
Cover Image
Optimal government debt maturity
Debortoli, Davide; Nunes, Ricardo; Yared, Pierre - 2014
Persistent link: https://www.econbiz.de/10010440108
Cover Image
A mixed integer linear programming model for optimal sovereign debt issuance
Date, P.; Canepa, Alessandra; Abdel-Jawad, M. - In: European journal of operational research : EJOR 214 (2011) 3, pp. 749-758
Persistent link: https://www.econbiz.de/10009316184
Cover Image
Stochastic Optimization for Portfolios Consisting of Corporate Bonds in an Integrated Market and Credit Risk Framework
Papanikolaou, Nikolaos E. - 2011
Persistent link: https://www.econbiz.de/10013131576
Cover Image
The numerical analysis of certain free boundary problems arising in financial economics
Mason, Scott P. - 1978
Persistent link: https://www.econbiz.de/10000781165
Cover Image
Bond portfolio management via stochastic programming
Bertocchi, Marida; Moriggia, Vittorio; Dupačová, Jitka - 2006
Persistent link: https://www.econbiz.de/10003356693
Cover Image
Implementing a reference portfolio strategy in bond portfolio management
Derigs, Ulrich; Nickel, Nils-H. - In: Operations research proceedings 2003 : selected papers …, (pp. 245-252). 2004
Persistent link: https://www.econbiz.de/10002072488