Back to Search Start Over

THE STRUCTURE OF STRUCTURED BOND PORTFOLIO MODELS.

Authors :
Zipkin, Paul
Source :
Operations Research; Jan/Feb92 Supplement 1, Vol. 40 Issue 1, p157, 13p
Publication Year :
1992

Abstract

Over the past decade, optimization models have been widely used to help select bond portfolios. Several different formulations are popular. The purposes of this paper are to clarify the basic structures of the models, to explain the relationships among them, and to assess their strengths and weaknesses. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
MATHEMATICAL optimization
PORTFOLIO management (Investments)
MATHEMATICAL models
INVESTMENTS
MATHEMATICAL analysis
OPERATIONS research

Details

Language :
English
ISSN :
0030364X
Volume :
40
Issue :
1
Database :
Complementary Index
Journal :
Operations Research
Publication Type :
Academic Journal
Accession number :
4482580
Full Text :
https://doi.org/10.1287/opre.40.1.S157
Full Text Access
View/download PDF

Tools

Authors Abstract Subjects Details