Open AccessAsian Emerging Market Government Bond Portfolio Optimization Using Mean-Variance Analysis in the Presence of Duration Constraint
Author(s) -
Feby Widyatantri,
Zaäfri A. Husodo
Publication year - 2020
Language(s) - English
Resource type - Conference proceedings
DOI - 10.2991/aebmr.k.201222.015
Subject(s) - duration (music) , constraint (computer aided design) , portfolio optimization , portfolio , government (linguistics) , variance (accounting) , bond , computer science , econometrics , economics , financial economics , mathematics , finance , art , linguistics , philosophy , geometry , literature , accounting