A new linear programming approach to bond portfolio management
Year of publication: |
1987
|
---|---|
Authors: | Ronn, Ehud I. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 22.1987, 4, p. 439-466
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Kapitalertragsteuer | Capital income tax | Theorie | Theory | USA | United States | 1978-1983 |
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