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Bond portfolio management via stochastic programming
Handbook of Asset and Liability Management
◽
10.1016/b978-044453248-0.50013-7
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2008
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pp. 305-336
Author(s):
M. Bertocchi
◽
V. Moriggia
◽
J. Dupačová
Keyword(s):
Stochastic Programming
◽
Portfolio Management
◽
Bond Portfolio
◽
Bond Portfolio Management
Download Full-text
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References
A Dynamic Stochastic Programming Model for Bond Portfolio Management
Computational Science - ICCS 2004 - Lecture Notes in Computer Science
◽
10.1007/978-3-540-25944-2_113
◽
2004
◽
pp. 876-883
◽
Cited By ~ 2
Author(s):
Liyong Yu
◽
Shouyang Wang
◽
Yue Wu
◽
K. K. Lai
Keyword(s):
Stochastic Programming
◽
Portfolio Management
◽
Programming Model
◽
Bond Portfolio
◽
Dynamic Stochastic Programming
◽
Stochastic Programming Model
◽
Dynamic Stochastic
◽
Bond Portfolio Management
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Chapter 7 Bond Portfolio Management via Stochastic Programming
Theory and Methodology - Handbook of Asset and Liability Management
◽
10.1016/s1872-0978(06)01007-6
◽
2006
◽
pp. 305-336
◽
Cited By ~ 1
Author(s):
M. Bertocchi
◽
V. Moriggia
◽
J. Dupačová
Keyword(s):
Stochastic Programming
◽
Portfolio Management
◽
Bond Portfolio
◽
Bond Portfolio Management
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A Stochastic Programming Model for Commercial Bank Bond Portfolio Management
Journal of Financial and Quantitative Analysis
◽
10.2307/2329914
◽
1971
◽
Vol 6
(3)
◽
pp. 955
◽
Cited By ~ 16
Author(s):
Dwight B. Crane
Keyword(s):
Stochastic Programming
◽
Commercial Bank
◽
Portfolio Management
◽
Programming Model
◽
Bond Portfolio
◽
Stochastic Programming Model
◽
Bond Portfolio Management
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Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies (a review) Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies 2005 Frank J. Fabozzi Lionel Martellini Philippe Priaulet John Wiley & Sons, Inc. compilation edited by Frank J. Fabozzi, Lionel Martellini, and Philippe Priaulet, +1 (201) 748-6011, www.wiley.com . 558 pages, $90.00.
Financial Analysts Journal
◽
10.2469/faj.v63.n2.4533
◽
2007
◽
Vol 63
(2)
◽
pp. 106-107
Author(s):
Mark S. Rzepczynski
Keyword(s):
Best Practices
◽
Portfolio Management
◽
Bond Portfolio
◽
Bond Portfolio Management
Download Full-text
Using Derivatives in Bond Portfolio Management
Institutional Investment Management
◽
10.1002/9781118267059.ch24
◽
2012
◽
pp. 683-722
Keyword(s):
Portfolio Management
◽
Bond Portfolio
◽
Bond Portfolio Management
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Bond portfolio management and performance evaluation
Understanding Investments
◽
10.4324/9781003027478-18
◽
2020
◽
pp. 455-487
Author(s):
Nikiforos T. Laopodis
Keyword(s):
Performance Evaluation
◽
Portfolio Management
◽
Bond Portfolio
◽
And Performance
◽
Bond Portfolio Management
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Bond Portfolio Management, Swap Strategy, Duration, and Convexity
Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning
◽
10.1142/9789811202391_0088
◽
2020
◽
pp. 3059-3098
Author(s):
Cheng Few Lee
Keyword(s):
Portfolio Management
◽
Bond Portfolio
◽
Bond Portfolio Management
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Using Derivatives in Bond Portfolio Management
Fundamentals of Institutional Asset Management
◽
10.1142/9789811221590_0018
◽
2020
◽
pp. 519-551
Keyword(s):
Portfolio Management
◽
Bond Portfolio
◽
Bond Portfolio Management
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Bond-Portfolio-Management aus Sicht eines Lebensversicherers
Modernes Bondmanagement
◽
10.1007/978-3-322-93010-1_6
◽
1993
◽
pp. 99-117
Author(s):
Henning von der Forst
Keyword(s):
Portfolio Management
◽
Bond Portfolio
◽
Bond Portfolio Management
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Redefining Risk: Propositions to Motivate a Re-Examination of the Standard Risk vs. Return Relationship in Common Stock and Bond Portfolio Management
SSRN Electronic Journal
◽
10.2139/ssrn.2309763
◽
2013
◽
Author(s):
Eben Otuteye
◽
Mohammad Siddiquee
Keyword(s):
Portfolio Management
◽
Common Stock
◽
Bond Portfolio
◽
Bond Portfolio Management
◽
Standard Risk
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