Integrated simulation and optimization models for tracking international fixed income indices

Mathematical Programming, Series B

Volumn 89, Issue 2, 2001, Pages 311-339

  Consiglio, Andrea ^a,b   Zenios, Stavros A ^a,c  

^a UNIVERSITY OF CYPRUS   (Cyprus)

^b UNIVERSITY OF CALABRIA   (Italy)

^c UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0013156853     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/PL00011401     Document Type: Article

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