Cashflow replication with mismatch constraints
Wei Chen; Jimmy Skoglund
| Year of publication: |
2012
|
|---|---|
| Authors: | Chen, Wei ; Skoglund, Jimmy |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 14.2011/12, 4, p. 115-128
|
| Subject: | Portfolio-Management | Portfolio selection | Cash Flow | Cash flow | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009571588