Selection of lease contracts in an asset-backed securitization: A real case analysis

Control and Cybernetics

Volumn 28, Issue 4, 1999, Pages 739-754

  Mansini, Renata ^a   Speranza, Maria Grazia ^a  

^a UNIVERSITY OF BRESCIA   (Italy)

Author keywords

Lease contracts; Multidimensional knapsack problem; Securitization

Indexed keywords

EID: 0033258873     PISSN: 03248569     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

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11. ZENIOS, S.A. and KANG, P. (1993) Mean-absolute deviation portfolio optimization for mortgage-backed securities. Annals of Operations Research, 45, 433-450.