Stability properties of a bond portfolio management problem (Q5933838)
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scientific article; zbMATH DE number 1604604
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability properties of a bond portfolio management problem |
scientific article; zbMATH DE number 1604604 |
Statements
Stability properties of a bond portfolio management problem (English)
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14 June 2001
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stochastic programming
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bond portfolio management
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interest rate scenarios
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stability
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sensitivity
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