A maxmin policy for bond management

European Journal of Operational Research

Volumn 114, Issue 2, 1999, Pages 389-394

  Ghezzi, Luca Luigi ^a  

^a CREMS Centre for Research on Health Economics Social and Health Care Management Carlo Cattaneo University LIUC   (Italy)

Author keywords

Dynamic programming; Finance; Modelling

Indexed keywords

DYNAMIC PROGRAMMING; FINANCE; MATHEMATICAL MODELS; PROBLEM SOLVING;

BOND MANAGEMENT; DURATION-BASED IMMUNIZATION POLICY;

RISK MANAGEMENT;

EID: 0033115245     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(97)00449-9     Document Type: Article

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