Bond portfolio management with repo contracts: the Italian case

DOI10.1023/A:1018920022920zbMath0962.91031OpenAlexW152794242MaRDI QIDQ1593558

Leon Slominski, Rosella Giacometti, Marida Bertocchi

Publication date: 17 January 2001

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1018920022920

zbMATH Keywords

linear programmingportfolio managementrepo contracts

Mathematics Subject Classification ID

Linear programming (90C05)

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