Mean-absolute deviation portfolio optimization for mortgage-backed securities (Q1313178): Difference between revisions
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| Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
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| Property / cites work: Capturing the Correlations of Fixed-income Instruments / rank | |||
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| Property / cites work: Mean-Absolute-Deviation Characteristic Lines for Securities and Portfolios / rank | |||
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| Property / cites work: Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/bf02282062 / rank | |||
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Latest revision as of 10:20, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-absolute deviation portfolio optimization for mortgage-backed securities |
scientific article |
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Mean-absolute deviation portfolio optimization for mortgage-backed securities (English)
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26 January 1994
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