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The Structure of Structured Bond Portfolio Models

Publication ,  Journal Article
Zipkin, P
Published in: Operations Research
February 1992
Published version (DOI) Publisher Link

Over the past decade, optimization models have been widely used to help select bond portfolios. Several different formulations are popular. The purposes of this paper are to clarify the basic structures of the models, to explain the relationships among them, and to assess their strengths and weaknesses.

Duke Scholars

Paul H. Zipkin
Author Paul H. Zipkin Fuqua School of Business

Published In

Operations Research

DOI

10.1287/opre.40.1.s157

EISSN

1526-5463

ISSN

0030-364X

Publication Date

February 1992

Volume

40

Issue

1-supplement-1

Start / End Page

S157 / S169

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Related Subject Headings

  • Operations Research
  • 3507 Strategy, management and organisational behaviour
  • 1503 Business and Management
  • 0802 Computation Theory and Mathematics
  • 0102 Applied Mathematics
 

Citation

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ICMJE
MLA
NLM
Zipkin, P. (1992). The Structure of Structured Bond Portfolio Models. Operations Research, 40(1-supplement-1), S157–S169. https://doi.org/10.1287/opre.40.1.s157
Zipkin, Paul. “The Structure of Structured Bond Portfolio Models.” Operations Research 40, no. 1-supplement-1 (February 1992): S157–69. https://doi.org/10.1287/opre.40.1.s157.
Zipkin P. The Structure of Structured Bond Portfolio Models. Operations Research. 1992 Feb;40(1-supplement-1):S157–69.
Zipkin, Paul. “The Structure of Structured Bond Portfolio Models.” Operations Research, vol. 40, no. 1-supplement-1, Institute for Operations Research and the Management Sciences (INFORMS), Feb. 1992, pp. S157–69. Crossref, doi:10.1287/opre.40.1.s157.
Zipkin P. The Structure of Structured Bond Portfolio Models. Operations Research. Institute for Operations Research and the Management Sciences (INFORMS); 1992 Feb;40(1-supplement-1):S157–S169.

Published In

Operations Research

DOI

10.1287/opre.40.1.s157

EISSN

1526-5463

ISSN

0030-364X

Publication Date

February 1992

Volume

40

Issue

1-supplement-1

Start / End Page

S157 / S169

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Related Subject Headings

  • Operations Research
  • 3507 Strategy, management and organisational behaviour
  • 1503 Business and Management
  • 0802 Computation Theory and Mathematics
  • 0102 Applied Mathematics