A stochastic programming model for the optimal issuance of government bonds
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Publication:1931633
DOI10.1007/S10479-010-0755-5zbMath1254.90135OpenAlexW2036060228MaRDI QIDQ1931633
Andrea Consiglio, Alessandro Staino
Publication date: 15 January 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-010-0755-5
Cites Work
- Dynamic models for fixed-income portfolio management under uncertainty
- A stochastic programming model for funding single premium deferred annuities
- Horizon and stages in applications of stochastic programming in finance
- Integrated Simulation and Optimization Models for Tracking Indices of Fixed-Income Securities
- Designing Portfolios of Financial Products via Integrated Simulation and Optimization Models
- OPTIMAL STRATEGIES FOR THE ISSUANCES OF PUBLIC DEBT SECURITIES
- Scenarios for multistage stochastic programs
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