A Stochastic Optimization Model for Multi-Currency Bond Portfolio Management

dc.contributorAalto-yliopistofi
dc.contributorAalto Universityen
dc.contributor.authorHakala, Tuula
dc.contributor.schoolKauppakorkeakoulufi
dc.contributor.schoolSchool of Businessen
dc.contributor.supervisorKallio, Markku, professor
dc.date.accessioned2018-08-13T12:41:04Z
dc.date.available2018-08-13T12:41:04Z
dc.date.defence1996-04-24
dc.date.issued1996
dc.dissid92
dc.format.extent125 s.
dc.identifier.bibid197722
dc.identifier.isbn951-791-017-7
dc.identifier.issn1237-556X
dc.identifier.urihttps://aaltodoc.aalto.fi/handle/123456789/33431
dc.identifier.urnURN:ISBN:951-791-017-7
dc.language.isoenen
dc.opnZiemba, William T., professor, University of British Columbia, USA
dc.programme.majorLiikkeenjohdon systeemitfi
dc.programme.majorManagement Scienceen
dc.publisherHelsinki School of Economicsen
dc.publisherHelsingin kauppakorkeakoulufi
dc.relation.ispartofseriesActa Universitatis oeconomicae Helsingiensis. A
dc.relation.ispartofseries111
dc.subject.heleconCurrency
dc.subject.heleconPortfolio
dc.subject.heleconRiski
dc.subject.heleconRisks
dc.subject.heleconValuutta
dc.titleA Stochastic Optimization Model for Multi-Currency Bond Portfolio Managementen
dc.typeG4 Monografiaväitöskirjafi
dc.type.dcmitypetexten
dc.type.ontasotVäitöskirja (monografia)fi
dc.type.ontasotDoctoral dissertation (monograph)en
local.aalto.digiauthask
local.aalto.digifolderAalto_66315

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