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THE STRUCTURE OF STRUCTURED BOND PORTFOLIO MODELS.
- 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]
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