Asset/liability management under uncertainty for fixed-income securities
type: Item
instance of: scholarly article
title: Asset/liability management under uncertainty for fixed-income securities
zbMATH Open document ID: 0836.90015
DOI: 10.1007/BF02031744
author: Stavros A. Zenios
published in: Annals of Operations Research
publication date: 1996-05-02T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90C90
Mathematics Subject Classification ID: 90C15
zbMATH DE Number: 830019
zbMATH Keywords: portfolio immunization
zbMATH Keywords: mortgage-backed securities
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02031744
OpenAlex ID: W2006486055
description: scientific article; zbMATH DE number 830019