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
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DOI - Digital Object Identifier
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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
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Result continuities
Project
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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
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Number of pages of the result
42
Pages from-to
20-61
Number of pages of the book
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Publisher name
University of Bergamo
Place of publication
Bergamo
UT code for WoS chapter
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