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Volumn 134, Issue 2, 2001, Pages 261-278
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From data to model and back to data: A bond portfolio management problem
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Author keywords
Finance; Scenarios; Sensitivity and post optimality analysis; Stability; Stochastic programming
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Indexed keywords
FINANCE;
MARKETING;
MATHEMATICAL MODELS;
SENSITIVITY ANALYSIS;
STOCHASTIC PROGRAMMING;
STRATEGIC PLANNING;
BLACK-DERMAN-TOY MODELS;
BOND PORTFOLIO MANAGEMENT;
OPERATIONS RESEARCH;
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EID: 0035900031
PISSN: 03772217
EISSN: None
Source Type: Journal
DOI: 10.1016/S0377-2217(00)00260-5 Document Type: Article |
Times cited : (12)
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References (47)
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