An integrated matching-immunization model for bond portfolio optimization
P. Xidonas, C. Hassapis, G. Bouzianis, C. Staikouras
| Year of publication: |
March 2018
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|---|---|
| Authors: | Xidonas, P. ; Hassapis, Christis ; Bouzianis, G. ; Staikouras, Christos |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 3, p. 595-605
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| Subject: | Bond portfolio management | Mathematical programming | Cash-flow matching | Immunization | US and European corporate bonds | Sovereign bonds | Anleihe | Bond | Portfolio-Management | Portfolio selection | Theorie | Theory | Öffentliche Anleihe | Public bond | Unternehmensanleihe | Corporate bond | Mathematische Optimierung | Zinsstruktur | Yield curve |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-016-9626-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011963712