Title of article
Mortgage loan portfolio optimization using multi-stage stochastic programming
Author/Authors
Kourosh Marjani Rasmussen، نويسنده , , Jens Clausen، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
25
From page
742
To page
766
Keywords
Risk management , stochastic programming , Scenario reduction , Mortgage backed securities
Journal title
Journal of Economic Dynamics and Control
Serial Year
2007
Journal title
Journal of Economic Dynamics and Control
Record number
239014
Link To Document