Integrated simulation and optimization models for tracking...

Mathematical Programming 2001 / 01 Vol. 89; Iss. 2

Integrated simulation and optimization models for tracking international fixed income indices

Andrea Consiglio, Stavros A. Zenios
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Volume:
89
Language:
english
Pages:
29
Journal:
Mathematical Programming
DOI:
10.1007/pl00011401
Date:
January, 2001
File:
PDF, 276 KB
english, 2001
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