مرکز منطقه ای اطلاع رساني علوم و فناوري - Robust optimization models for managing callable bond portfolios

Title of article :

Robust optimization models for managing callable bond portfolios

Author/Authors :

Christiana Vassiadou-Zeniou، نويسنده , , Stavros A. Zenios، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

264

To page :

273

Keywords :

Callable bonds , Fixed income , portfolio management

Journal title :

European Journal of Operational Research

Serial Year :

1996

Journal title :

European Journal of Operational Research

Record number :

211681

Link To Document :