BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH (Q4345047)
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scientific article; zbMATH DE number 1036793
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH |
scientific article; zbMATH DE number 1036793 |
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BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH (English)
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30 October 1997
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parametric simplex algorithms
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nonconvex minimization
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bond portfolio optimization
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index portfolio
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