Integrated simulation and optimization models for tracking international fixed income indices (Q5944956): Difference between revisions
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Revision as of 14:49, 8 December 2024
scientific article; zbMATH DE number 1655722
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrated simulation and optimization models for tracking international fixed income indices |
scientific article; zbMATH DE number 1655722 |
Statements
Integrated simulation and optimization models for tracking international fixed income indices (English)
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6 July 2003
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interest rate risk
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exchange rate volatility
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asset allocation weights
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expected utility
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absolute deviation
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