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Backtesting short-term treasury management strategies based on multi-stage stochastic programming
Ferstl, Robert
;
Weissensteiner, Alex
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 94-112
Persistent link: https://www.econbiz.de/10009871073
Saved in:
2
Backtesting short-term treasury management strategies based on multi-stage stochastic programming
Ferstl, Robert
;
Weissensteiner, Alex
- In:
The journal of asset management
11
(
2010/11
)
2/3
,
pp. 94-112
Persistent link: https://www.econbiz.de/10008663610
Saved in:
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