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    CONSTRAINTS
    2007
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    Design of Financial CDO Squared Transactions Using Constraint Programming
    13 years 4 months ago
    Design of Financial CDO Squared Transactions Using Constraint Programming
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    We give an approximate and often extremely fast method of building a particular kind of portfolio in finance, here called a portfolio design (PD), with applications in the credit ...
    Pierre Flener, Justin Pearson, Luis G. Reyna, Olof...
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