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scientific article; zbMATH DE number 6296773
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scientific article; zbMATH DE number 6296773

    Statements

    author
    L. Aranburu
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    María Araceli Garín
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    Gloria Pérez
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    publication date
    19 May 2014
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    zbMATH Keywords
    stochastic optimization
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    risk measures and management
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    fixed income-assets
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    immunized portfolios
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    interest rate
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    default probability
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    Identifiers

    zbMATH DE Number
    6296773
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