URL details: dilequante.com/portfolio-optimization-replicate-a-corporate-bond-index/
URL title:
Portfolio Optimization: Replicate a corporate bond index via Mixed-Integer Programming – DileQuante
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DileQuante A journey to quantitative analysis While portfolio optimization is well known in the Equity space, in the Fixed Income industry, the subject is less discussed although it has very specific needs and it can be more complex compared to its Equity
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