Using linear and goal programming to immunize bond portfolios
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference20 articles.
1. Immunization, duration and the term structure of interest rates;Bierwag;Journal of Financial and Quantitative Analysis,1977
2. Dynamic portfolio immunization policies;Bierwag;Journal of Banking and Finance,1979
3. Coping with the risk of interest-rate fluctuations: A note;Bierwag;Journal of Business,1977
4. An immunization strategy is a minimax strategy;Bierwag;Journal of Finance,1979
5. Duration and bond portfolio analysis: An overview;Bierwag;Journal of Financial and Quantitative Analysis,1978
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2. Bi-Objective Portfolio Optimization with Mean-CVaR Model: An Ideal and Anti-Ideal Compromise Programming Approach;Studies in Systems, Decision and Control;2024
3. Literature Review;Springer Optimization and Its Applications;2020
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