A model for portfolio management with mortgage-backed securities
type: Item
instance of: scholarly article
title: A model for portfolio management with mortgage-backed securities
zbMATH Open document ID: 0783.90014
DOI: 10.1007/BF02025090
author: Stavros A. Zenios
published in: Annals of Operations Research
publication date: 1994-01-06T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 65Y05
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C06
zbMATH DE Number: 474772
zbMATH Keywords: management of large portfolios
zbMATH Keywords: mortgage-backed securities
zbMATH Keywords: two-stage, multiperiod model
zbMATH Keywords: large-scale programs
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02025090
OpenAlex ID: W2022360658
description: scientific article; zbMATH DE number 474772