Bond portfolio management with repo contracts: the Italian case

DOI10.1023/A:1018920022920MaRDI QIDQ1593558zbMATH OpenOpenAlexFDO

Authors Marida Bertocchi, Rosella Giacometti, Leon Slominski

Publication date 17 January 2001

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1018920022920

zbMATH Keywords

linear programmingportfolio managementrepo contracts

Mathematics Subject Classification ID

Linear programming (90C05)

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