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Worzel et al., 1994 - Google Patents

Integrated simulation and optimization models for tracking indices of fixed-income securities

Worzel et al., 1994

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Document ID
11108074327706519164
Author
Worzel K
Vassiadou-Zeniou C
Zenios S
Publication year
Publication venue
Operations Research

External Links

Snippet

Increasing performance pressures on fixed-income managers have led to a search for new and creative ways to add to portfolio returns. The largest pension plan sponsors, insurance companies, foundations, and money management firms are using indexed portfolios as their …
Continue reading at pubsonline.informs.org (PDF) (other versions)

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