On the Relative Importance of Duration Constraints

DOI10.1287/MNSC.43.2.198MaRDI QIDQ4367206zbMATH OpenOpenAlexFDO

Authors Jacob Paroush, Eliezer Z. Prisman

Publication date 25 November 1997

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.43.2.198

zbMATH Keywords

portfolio immunizationduration constraints

Mathematics Subject Classification ID

Applications of mathematical programming (90C90)

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(3)

• A primer on duration, convexity, and immunization
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