OpenAlex | Portfolio selection strategy for fixed income markets with immunization on average

Portfolio selection strategy for fixed income markets with immunization on average

Work

Year: 2016

Type: article

Source: Annals of Operations Research

Authors Sergio Ortobelli Lozza, Sebastiano Vitali, Marco Cassader, Tomáš Tichý

Institutions University of Bergamo, VSB - Technical University of Ostrava

Cites: 54

Cited by: 16

Related to: 10

FWCI: 1.096

Citation percentile (by year/subfield): 81.5

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Sustainable Development Goal No poverty

Open Access status: closed

Funders Grantová Agentura České Republiky, Vysoká Škola Bánská - Technická Univerzita Ostrava

Grant IDS 15-23699S, SP2016/11