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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
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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
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The numerical analysis of certain free boundary problems arising in financial economics
Mason, Scott P. - 1978
Persistent link: https://www.econbiz.de/10000781165
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Bond portfolio management via stochastic programming
Bertocchi, Marida; Moriggia, Vittorio; Dupačová, Jitka - 2006
Persistent link: https://www.econbiz.de/10003356693
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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
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A model for designing callable bonds and its solution using tabu search
Consiglio, Andrea - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1445-1470
Persistent link: https://www.econbiz.de/10001222037
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Pricing cataastrophe bonds with multistage stochastic programming
Georgiopoulos, Nick - In: Computational Management Science : CMS 14 (2017) 3, pp. 297-312
Persistent link: https://www.econbiz.de/10011710821
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Green Bonds and Global Optimal Portfolio Allocation
Yoshino, Naoyuki; Mumtaz, Muhammad Zubair - 2021
This study proposes a theoretical model for measuring the greenness factors of a firm. We develop the multifactor utility function and find that the proportion of investment in green bonds is higher if greenness factors account for by a firm and vice versa. Moreover, we further develop the...
Persistent link: https://www.econbiz.de/10015085508
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A stochastic programming model for the optimal issuance of government bonds
Consiglio, Andrea; Staino, Alessandro - 2012
Persistent link: https://www.econbiz.de/10009620490
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A multiple-objective programming technique for structuring tax-exempt serial revenue debt issues
VonPuelz, Amy - In: Management science : journal of the Institute for … 38 (1992) 8, pp. 1186-1200
Persistent link: https://www.econbiz.de/10001128208