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
โฆ LIBER โฆ
Fertility Behaviour under Income Uncertainty
โ Scribed by Priya Ranjan
- Book ID
- 110232161
- Publisher
- Springer
- Year
- 1999
- Tongue
- English
- Weight
- 89 KB
- Volume
- 15
- Category
- Article
- ISSN
- 0168-6577
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