Using linear and goal programming to immunize bond portfolios
| Year of publication: |
1985
|
|---|---|
| Authors: | Alexander, Gordon J. ; Resnick, Bruce G. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 9.1985, 1, p. 35-54
|
| Publisher: |
Elsevier |