• Article  

      An Integrated Matching-Immunization Model for Bond Portfolio Optimization 

      Xidonas, Panos; Hassapis, Christis; Bouzianis, G.; Staikouras, Christos (2016)
      We propose an integrated bond portfolio optimization model based on the popular cash-flow matching and immunization strategies. The underlying mathematical program, not only minimizes the initial required capital for the ...