A model for portfolio management with mortgage-backed securities
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Publication:1309882
DOI10.1007/BF02025090zbMath0783.90014OpenAlexW2022360658MaRDI QIDQ1309882
Publication date: 6 January 1994
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02025090
mortgage-backed securitieslarge-scale programsmanagement of large portfoliostwo-stage, multiperiod model
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- An iterative row-action method for interval convex programming
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- Stochastic Dedication: Designing Fixed Income Portfolios Using Massively Parallel Benders Decomposition
- A Massively Parallel Algorithm for Nonlinear Stochastic Network Problems
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