Macaulay durations for nonparallel shifts
type: Item
instance of: scholarly article
title: Macaulay durations for nonparallel shifts
zbMATH Open document ID: 1132.91504
author: Harry Zheng
published in: Annals of Operations Research
publication date: 2008-03-31T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 90C05
zbMATH DE Number: 5255821
zbMATH Keywords: Macaulay duration
zbMATH Keywords: non-parallel shifts
zbMATH Keywords: immunization
zbMATH Keywords: linear programming
MaRDI profile type: MaRDI publication profile
full work available at URL: s10479-006-0115-7
OpenAlex ID: W2107812627
cites work: Q4794126
cites work: Some finance problems solved with nonsmooth optimization techniques
DOI: 10.1007/S10479-006-0115-7
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description: scientific article; zbMATH DE number 5255821