Title of article
Dynamic models for fixed-income portfolio management under uncertainty
Author/Authors
Stavros A. Zenios، نويسنده , , Martin R. Holmer، نويسنده , , Raymond McKendall، نويسنده , , Christiana Vassiadou-Zeniou، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1997
Pages
25
From page
1517
To page
1541
Keywords
Intertemporal portfolio theory , stochastic programming , Monte Carlosimulations
Journal title
Journal of Economic Dynamics and Control
Serial Year
1997
Journal title
Journal of Economic Dynamics and Control
Record number
237565
Link To Document