A stochastic programming model for money management (Q1127123)

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A stochastic programming model for money management
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    title
    A stochastic programming model for money management (English)
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    author
    Bennett Golub
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    Raymond McKendall
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    Lawrence Pohlman
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    Stavros A. Zenios
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    Martin R. Holmer
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    publication date
    5 November 1998
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    zbMATH Keywords
    fixed income
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    simulation
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    multi-period, dynamic, portfolio optimization
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    cashflow uncertainty
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    90C90
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    90B90
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    90C15
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    zbMATH DE Number
    1189523
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    OpenAlex ID
    W1968027919
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