Integrated simulation and optimization models for tracking international fixed income indices (Q5944956)
From MaRDI portal
scientific article; zbMATH DE number 1655722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrated simulation and optimization models for tracking international fixed income indices |
scientific article; zbMATH DE number 1655722 |
Statements
Integrated simulation and optimization models for tracking international fixed income indices (English)
0 references
6 July 2003
0 references
interest rate risk
0 references
exchange rate volatility
0 references
asset allocation weights
0 references
expected utility
0 references
absolute deviation
0 references
