An integrated matching-immunization model for bond portfolio optimization
Year of publication: |
March 2018
|
---|---|
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
|
Subject: | Bond portfolio management | Mathematical programming | Cash-flow matching | Immunization | US and European corporate bonds | Sovereign bonds | Mathematische Optimierung | Theorie | Theory | Portfolio-Management | Portfolio selection | Anleihe | Bond | Unternehmensanleihe | Corporate bond | Öffentliche Anleihe | Public bond |
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