Stochastic programming models for portfolio optimization with mortgage backed securities : comprehensive research guide
Year of publication: |
1994
|
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Authors: | MacKendall, Raymond A. |
Other Persons: | Zenios, Stauros Andrea (contributor) ; Holmer, Martin R. (contributor) |
Published in: |
Operations research models in quantitative finance : proceedings of the XIII Meeting EURO Working Group for Financial Modeling, University of Cyprus, Nicosia, Cyprus. - Heidelberg : Physica-Verl., ISBN 3-7908-0803-2. - 1994, p. 134-171
|
Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Hypothek | Mortgage | Theorie | Theory |
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