Browsing Τμήμα Οικονομικών / Department of Economics by Author "Bouzianis, G."
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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 ...