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Handbook of financial engineering

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Publication:935703
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DOI10.1007/978-0-387-76682-9zbMath1151.91010OpenAlexW379265440MaRDI QIDQ935703

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Publication date: 8 August 2008

Published in: Springer Optimization and Its Applications (Search for Journal in Brave)

Full work available at URL: http://halshs.archives-ouvertes.fr/halshs-00162223/en/


zbMATH Keywords

financial engineeringacquisitionsmergersportfolio managementtradingrisk managementcredit risk rating


Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)


Related Items (6)

Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach ⋮ A Dynamic Network Economic Model of a Service-Oriented Internet with Price and Quality Competition ⋮ The performance of bank portfolio optimization ⋮ Quasi-Newton's method for multiobjective optimization ⋮ A bicriteria approach identifying nondominated portfolios ⋮ An optimisation approach to constructing an exchange-traded fund







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