Horizon and stages in applications of stochastic programming in finance
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DOI: 10.1007/s10479-006-6161-3
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- Robert Ferstl & Alexander Weissensteiner, 2011.
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Palgrave Macmillan.
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- Andrea Consiglio & Alessandro Staino, 2012. "A stochastic programming model for the optimal issuance of government bonds," Annals of Operations Research, Springer, vol. 193(1), pages 159-172, March.
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Keywords
Stochastic dynamic optimization; Horizon; Stages; Bond portfolio management;All these keywords.
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