A stochastic programming model for the optimal issuance of government bonds
type: Item
instance of: scholarly article
title: A stochastic programming model for the optimal issuance of government bonds
zbMATH Open document ID: 1254.90135
author: Andrea Consiglio
author: Alessandro Staino
published in: Annals of Operations Research
publication date: 2013-01-15T00:00:00Z
Mathematics Subject Classification ID: 90C15
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 6125678
zbMATH Keywords: stochastic programming
zbMATH Keywords: sovereign debt
zbMATH Keywords: optimal debt issuance
zbMATH Keywords: debt structuring
MaRDI profile type: Publication
full work available at URL: s10479-010-0755-5
OpenAlex ID: W2036060228
cites work: OPTIMAL STRATEGIES FOR THE ISSUANCES OF PUBLIC DEBT SECURITIES
cites work: Horizon and stages in applications of stochastic programming in finance
cites work: Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models
cites work: Scenarios for multistage stochastic programs
cites work: A stochastic programming model for funding single premium deferred annuities
cites work: Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
cites work: Dynamic models for fixed-income portfolio management under uncertainty
DOI: 10.1007/S10479-010-0755-5
description: scientific article; zbMATH DE number 6125678