Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition

DOI10.1287/mnsc.39.11.1422zbMath0800.90064OpenAlexW2057207686MaRDI QIDQ4287716

Randall S. Hiller, Jonathan Eckstein

Publication date: 12 April 1994

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.39.11.1422

Mathematics Subject Classification ID

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