A stochastic programming model for the optimal issuance of government bonds

Annals of Operations Research

Volumn 193, Issue 1, 2012, Pages 159-172

  Consiglio, Andrea ^a   Staino, Alessandro ^a  

^a UNIVERSITY OF PALERMO   (Italy)

Author keywords

Debt structuring; Optimal debt issuance; Sovereign debt; Stochastic programming

Indexed keywords

EID: 84855228949     PISSN: 02545330     EISSN: 15729338     Source Type: Journal    
DOI: 10.1007/s10479-010-0755-5     Document Type: Article

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