Beraldi, Patrizia; De Simone, Francesco; Violi, Antonio; Consigli, Giorgio; Iaquinta, Gaetano Scenario-based dynamic corporate bond portfolio management. (English) Zbl 1250.91093 IMA J. Manag. Math. 23, No. 4, 341-364 (2012). MSC: 91G10 91G40 PDFBibTeX XMLCite \textit{P. Beraldi} et al., IMA J. Manag. Math. 23, No. 4, 341--364 (2012; Zbl 1250.91093) Full Text: DOI
Beraldi, Patrizia; Consigli, Giorgio; De Simone, Francesco; Iaquinta, Gaetano; Violi, Antonio Hedging market and credit risk in corporate bond portfolios. (English) Zbl 1405.91674 Bertocchi, Marida (ed.) et al., Stochastic optimization methods in finance and energy. New financial products and energy market strategies. Selected papers based on the presentations at the spring school of stochastic programming, Bergamo, Italy, April 10–20, 2007, and the 11th international symposium on stochastic programming (SPXI), Vienna, Austria, August 27–31, 2007. New York, NY: Springer (ISBN 978-1-4419-9585-8/hbk; 978-1-4419-9586-5/ebook). International Series in Operations Research & Management Science 163, 73-98 (2011). MSC: 91G50 91G40 91G10 PDFBibTeX XMLCite \textit{P. Beraldi} et al., Int. Ser. Oper. Res. Manag. Sci. 163, 73--98 (2011; Zbl 1405.91674) Full Text: DOI