Mortgage loan portfolio optimization using multi-stage stochastic programming (Q1017001)
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scientific article; zbMATH DE number 5554406
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mortgage loan portfolio optimization using multi-stage stochastic programming |
scientific article; zbMATH DE number 5554406 |
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Mortgage loan portfolio optimization using multi-stage stochastic programming (English)
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18 May 2009
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mortgage backed securities
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stochastic programming
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risk management
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scenario reduction
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