Stochastic programming models for portfolio optimization with mortgage backed securities : comprehensive research guide
Raymond McKendall ; Stavros Zenios ; Martin Holmer
| 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
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| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Hypothek | Mortgage | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001315480