From data to model and back to data: A bond portfolio management problem (Q5945849)
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scientific article; zbMATH DE number 1657708
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| English | From data to model and back to data: A bond portfolio management problem |
scientific article; zbMATH DE number 1657708 |
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From data to model and back to data: A bond portfolio management problem (English)
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29 January 2002
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finance
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stochastic programming
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scenarios
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stability
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sensitivity analysis
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post-optimality analysis
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0.86041659116745
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0.8578846454620361
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0.8266717791557312
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0.8265946507453918
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