"Using the Black-Derman-Toy interest rate model for portfolio optimization."

Alex Weissensteiner (2010)

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DOI: 10.1016/J.EJOR.2009.04.020

access: closed

type: Journal Article

metadata version: 2020-02-21

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Alex Weissensteiner:
Using the Black-Derman-Toy interest rate model for portfolio optimization. Eur. J. Oper. Res. 202(1): 175-181 (2010)

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