Chapter | Stochastic Programming | 1978

Managing a Bank Bond Portfolio over Time

by D. B. Crane and S. P. Bradley

Keywords: Bonds; Investment Portfolio; Financial Management; Banks and Banking; Banking Industry;


Crane, D. B., and S. P. Bradley. "Managing a Bank Bond Portfolio over Time." In Stochastic Programming, edited by M. A. H. Dempster. London: Academic Press, 1978.