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Sensitivity of Bond Portfolio's Behavior with Respect to Random Movements in Yield Curve: A Simulation Study.
Marida Bertocchi
Vittorio Moriggia
Jitka Dupacová
Published in:
Ann. Oper. Res. (2000)
Keyphrases
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simulation study
monte carlo
decision making
sensitivity analysis
human behavior
database
machine learning
behavior analysis
real time
decision trees
search space
endpoints
portfolio optimization
fuzzy random variables