Robust bond portfolio construction via convex-concave saddle point optimization (Q6582426)
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scientific article; zbMATH DE number 7891540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust bond portfolio construction via convex-concave saddle point optimization |
scientific article; zbMATH DE number 7891540 |
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Robust bond portfolio construction via convex-concave saddle point optimization (English)
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2 August 2024
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robust optimization
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portfolio optimization
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saddle point
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yield curve
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