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Bond portfolio management with repo contracts: the Italian case.

Marida BertocchiRosella GiacomettiLeon Slominski
Published in: Ann. Oper. Res. (2000)
Keyphrases
  • portfolio management
  • portfolio selection
  • portfolio optimization
  • clustering algorithm
  • feature extraction
  • collaborative filtering
  • decision support system
  • shortest path
  • metaheuristic