Journal of Banking & Finance Vol. 9 No. 1 1985

Using linear and goal programming to immunize bond portfolios

Gordon J. Alexander^1,2; Bruce G. Resnick¹

¹ University of Minnesota · ² University of California, Los Angeles

DOI

10.1016/0378-4266(85)90061-5

Volume

9

Issue

1

Pages

35-54

Language

en

Sources

openalex crossref semanticscholar

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓