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Bond portfolio management via stochastic programming: Computational results on scenario tree reduction, construction and contamination

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F04%3A00002640" target="_blank" >RIV/00216208:11320/04:00002640 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Bond portfolio management via stochastic programming: Computational results on scenario tree reduction, construction and contamination

  • Original language description

    Bond portfolio management via stochastic programming: Computational results on scenario tree reduction, construction and contamination

  • Czech name

    Řízení portfolia pomocí stochastického programování

  • Czech description

    Řízení portfolia pomocí stochastického programování

Classification

  • Type

    C - Chapter in a specialist book

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2004

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Book/collection name

    Handbook of Asset and Liability Management

  • ISBN

  • Number of pages of the result

    42

  • Pages from-to

    20-61

  • Number of pages of the book

  • Publisher name

    University of Bergamo

  • Place of publication

    Bergamo

  • UT code for WoS chapter