From data to model and back to data: A bond portfolio management problem (Q5945849)
From MaRDI portal
scientific article; zbMATH DE number 1657708
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | From data to model and back to data: A bond portfolio management problem |
scientific article; zbMATH DE number 1657708 |
Statements
From data to model and back to data: A bond portfolio management problem (English)
0 references
29 January 2002
0 references
finance
0 references
stochastic programming
0 references
scenarios
0 references
stability
0 references
sensitivity analysis
0 references
post-optimality analysis
0 references
0 references
