Scenario-based dynamic corporate bond portfolio management (Q3165703)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scenario-based dynamic corporate bond portfolio management |
scientific article |
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Scenario-based dynamic corporate bond portfolio management (English)
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29 October 2012
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multistage stochastic programming
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scenario generation
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credit risk
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Monte Carlo simulation
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