A two-period portfolio selection model for Asset-Backed Securitization

MaRDI QIDQ2867372zbMATH OpenFDO

Authors Renata Mansini, Ulrich Pferschy

Publication date 11 December 2013

Published in Algorithmic Operations Research (Search for Journal in Brave)

Full work available at URL http://journals.hil.unb.ca/index.php/AOR/article/view/10091

zbMATH Keywords

worst-case analysisLagrangian heuristicsAsset-Backed Securitization

Mathematics Subject Classification ID

Portfolio theory (91G10) Boolean programming (90C09) Financial applications of other theories (91G80)

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Cited in

(4)

• A multidimensional knapsack model for asset-backed securitization
• scientific article; zbMATH DE number 2151387 (Why is no real title available?)
• Securitization of financial assets: approximation in theory and practice
• scientific article; zbMATH DE number 1462622 (Why is no real title available?)

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