✦ LIBER ✦

Application Series || A Dynamic Model for Bond Portfolio Management

✍ Scribed by Stephen P. Bradley and Dwight B. Crane

Book ID: 111674606
Publisher: INFORMS
Year: 1972
Tongue: English
Weight: 391 KB
Volume: 19
Category: Article
ISSN: 0025-1909
DOI: 10.2307/2629328

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A fuzzy control model (FCM) for dynamic

A fuzzy control model (FCM) for dynamic portfolio management

✍ Ralf Östermark 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 585 KB

A dynamic decision model for portfolio i

A dynamic decision model for portfolio investment and assets management

✍ Edward Y. Qian; Feng Ying; Higgision James 📂 Article 📅 2005 🏛 SP Zhejiang University Press 🌐 English ⚖ 723 KB

Robust optimization models for managing

Robust optimization models for managing callable bond portfolios

✍ Christiana Vassiadou-Zeniou; Stavros A. Zenios 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 743 KB

Scenario modeling for the management ofi

Scenario modeling for the management ofinternational bond portfolios

✍ Andrea Beltratti; Andrea Consiglio; Stavros A. Zenios 📂 Article 📅 1999 🏛 Springer US 🌐 English ⚖ 293 KB

A multicriteria model for portfolio mana

A multicriteria model for portfolio management

✍ Costa, Carlos A. Bana E; Soares *, João Oliveira 📂 Article 📅 2004 🏛 Taylor and Francis Group 🌐 English ⚖ 383 KB

Dynamic models for fixed-income portfoli

Dynamic models for fixed-income portfolio management under uncertainty

✍ Stavros A Zenios; Martin R Holmer; Raymond McKendall; Christiana Vassiadou-Zenio 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 309 KB

We develop multi-period dynamic models for fixed-income portfolio management under uncertainty, using multi-stage stochastic programming with recourse. The models integrate the prescriptive stochastic programs with descriptive Monte Carlo simulation models of the term structure of interest rates. E