Capturing the Correlations of Fixed-income Instruments

DOI10.1287/mnsc.40.10.1329zbMath0822.90031OpenAlexW2130359120MaRDI QIDQ4834336

John M. Mulvey, Stavros A. Zenios

Publication date: 28 May 1995

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

Full work available at URL: https://doi.org/10.1287/mnsc.40.10.1329

zbMATH Keywords

financeportfolios

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Statistical methods; economic indices and measures (91B82)

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