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Volumn 134, Issue 2, 2001, Pages 261-278

From data to model and back to data: A bond portfolio management problem

Author keywords

Finance; Scenarios; Sensitivity and post optimality analysis; Stability; Stochastic programming

Indexed keywords

FINANCE; MARKETING; MATHEMATICAL MODELS; SENSITIVITY ANALYSIS; STOCHASTIC PROGRAMMING; STRATEGIC PLANNING;

EID: 0035900031     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(00)00260-5     Document Type: Article
Times cited : (12)

References (47)
  • 43
    • 0004428620 scopus 로고
    • Stochastic programming models for dedicated portfolio selection
    • Mitra, B. (Ed.), Mathematical Models for Decision Support. Springer, Berlin
    • (1988) NATO ASI Series , vol.F48 , pp. 587-611
    • Shapiro, J.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.