Sensitivity analysis of bond portfolio management model

zbMATH Open0979.91040MaRDI QIDQ2704918

Xuedong Zhang, Shuanlao Li, Cheng-Xian Xu

Publication date: 20 March 2001

Published in: Journal of Xi'an Jiaotong University (Search for Journal in Brave)

zbMATH Keywords

sensitivity analysisutility functionincomplete informationbond portfolioassets-liability management

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Stochastic programming (90C15)

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