Dynamic models for fixed-income portfolio management under uncertainty (Q1275033)

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Dynamic models for fixed-income portfolio management under uncertainty
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    Dynamic models for fixed-income portfolio management under uncertainty (English)
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    12 January 1999
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    multi-period dynamic models
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    fixed-income portfolio managament
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    uncertainty
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    multistage stochastic programming with recourse
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    Salomon Brothers Mortage index
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