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132
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CONSTRAINTS
2007
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CONSTRAINTS 2007
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Design of Financial CDO Squared Transactions Using Constraint Programming
15 years 2 months ago
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www.crt.umontreal.ca
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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