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Hedging Market and Credit Risk in Corporate Bond Portfolios - MaRDI portal

Hedging Market and Credit Risk in Corporate Bond Portfolios (Q4613812)

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scientific article; zbMATH DE number 7006803
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English
Hedging Market and Credit Risk in Corporate Bond Portfolios
scientific article; zbMATH DE number 7006803

    Statements

    title
    Hedging Market and Credit Risk in Corporate Bond Portfolios (English)
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    author
    Giorgio Consigli
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    Francesco de Simone
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    Gaetano Iaquinta
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    Antonio Violi
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    Patrizia Beraldi
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    publication date
    25 January 2019
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    zbMATH Keywords
    multistage stochastic programming
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    bond portfolio optimization
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    credit risk
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    Identifiers

    Mathematics Subject Classification ID
    91G50
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    91G40
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    91G10
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    zbMATH DE Number
    7006803
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    OpenAlex ID
    W2142275504
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