Using linear and goal programming to immunize bond portfolios
Gordon J. Alexander; Bruce G. Resnick
| Year of publication: |
1985
|
|---|---|
| Authors: | Alexander, Gordon J. ; Resnick, Bruce G. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 9.1985, 1, p. 35-54
|
| Subject: | Kapitalanlage Portefeuilleplanung | Theorie | Theory | Portfolio-Management | Portfolio selection | Anleihe | Bond | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001824052