Stability Properties of a Bond Portfolio Management Problem

Annals of Operations Research

Volumn 99, Issue 1-4, 2000, Pages 251-265

  Dupačová, Jitka ^a  

^a CHARLES UNIVERSITY   (Czech Republic)

Author keywords

Bond portfolio management; Interest ratescenarios; Sensitivity; Stability; Stochastic programming

Indexed keywords

EID: 0043190546     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1023/a:1019275817688     Document Type: Article

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