Dynamic models for fixed-income portfolio management under uncertainty (Q1275033)
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scientific article; zbMATH DE number 1238777
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic models for fixed-income portfolio management under uncertainty |
scientific article; zbMATH DE number 1238777 |
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Dynamic models for fixed-income portfolio management under uncertainty (English)
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12 January 1999
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multi-period dynamic models
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fixed-income portfolio managament
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uncertainty
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multistage stochastic programming with recourse
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Salomon Brothers Mortage index
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