Backtesting short-term treasury management strategies based on multi-stage stochastic programming
Robert Ferstl; Alex Weissensteiner
| Year of publication: |
2010
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|---|---|
| Authors: | Ferstl, Robert ; Weissensteiner, Alex |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 11.2010/11, 2/3, p. 94-112
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871073