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Volumn 81, Issue , 1998, Pages 497-513

Solving a mixed-integer multiobjective bond portfolio model involving logical conditions

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0032369801     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (3)

References (17)
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  • 3
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    • Solving large scale linear programming problems using an interior point method on a massively parallel SIMD computer
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  • 4
    • 0011649659 scopus 로고
    • A classification of structured bond portfolio modeling techniques
    • R.S. Hiller and C. Schaack, A classification of structured bond portfolio modeling techniques, The Journal of Portfolio Management (1990)37-48.
    • (1990) The Journal of Portfolio Management , pp. 37-48
    • Hiller, R.S.1    Schaack, C.2
  • 5
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    • An interior point algorithm to solve computationally difficult set covering problems
    • N.A. Karmarkar, M.G.C. Resende and K.G. Ramakrishnan, An interior point algorithm to solve computationally difficult set covering problems, Mathematical Programming 62(1990)597-618.
    • (1990) Mathematical Programming , vol.62 , pp. 597-618
    • Karmarkar, N.A.1    Resende, M.G.C.2    Ramakrishnan, K.G.3
  • 6
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  • 7
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    • Constructing integer programming models by the predicate calculus
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    • (1989) Annals of Operations Research , vol.21 , pp. 227-246
    • McKinnon, K.I.M.1    Williams, H.P.2
  • 9
    • 0041767748 scopus 로고
    • Bond portfolio analysis using integer programming
    • Cambridge University Press
    • R.M. Nauss, Bond portfolio analysis using integer programming, in: Financial Optimisation, Cambridge University Press, 1993, pp. 260-287.
    • (1993) Financial Optimisation , pp. 260-287
    • Nauss, R.M.1
  • 11
    • 84873006150 scopus 로고
    • Interface Prolog-SQL dans un logiciel CFAO
    • Université Louis Pasteur, Strasbourg
    • R.L.V. Pinto, Interface Prolog-SQL dans un logiciel CFAO, Rapport de stage DESS Informatique, Université Louis Pasteur, Strasbourg, 1990.
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  • 12
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    • Building and solving multicriteria models involving logical conditions
    • Kluwer Academic
    • R.L.V. Pinto and B. Rustem, Building and solving multicriteria models involving logical conditions, in: Advances in Computational Economics (AICE), Kluwer Academic, 1994, pp. 123-136.
    • (1994) Advances in Computational Economics (AICE) , pp. 123-136
    • Pinto, R.L.V.1    Rustem, B.2
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    • private communications
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    • Rustem, B.1
  • 15
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    • Steuer, R.1    Choo, E.2
  • 16
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    • A combined penalty function and outer approximation method for MINLP optimisation
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.