Title of article :
Mortgage loan portfolio optimization using multi-stage stochastic programming
Author/Authors :
Kourosh Marjani Rasmussen، نويسنده , , Jens Clausen، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Risk management , stochastic programming , Scenario reduction , Mortgage backed securities
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
