%0 Journal Article %1 Rasmussen2007 %A Rasmussen, Kourosh Marjani %A Clausen, Jens %D 2007 %J Journal of Economic Dynamics and Control %K Mortgage backed securities %N 3 %P 742--766 %T Mortgage loan portfolio optimization using multi-stage stochastic programming %U http://www.sciencedirect.com/science/article/B6V85-4JRKVD9-1/1/e3b88261689e76caf2d1fdac0aea1ac3 %V 31

@article{Rasmussen2007, added-at = {2008-04-22T15:17:45.000+0200}, author = {Rasmussen, Kourosh Marjani and Clausen, Jens}, biburl = {https://www.bibsonomy.org/bibtex/2a7be7e88eb9087db9cbc88ac249c6c54/smicha}, interhash = {36741b586cdb65b68f541b8072d42c03}, intrahash = {a7be7e88eb9087db9cbc88ac249c6c54}, journal = {Journal of Economic Dynamics and Control}, keywords = {Mortgage backed securities}, month = Mar, number = 3, pages = {742--766}, timestamp = {2008-04-22T15:32:31.000+0200}, title = {Mortgage loan portfolio optimization using multi-stage stochastic programming}, url = {http://www.sciencedirect.com/science/article/B6V85-4JRKVD9-1/1/e3b88261689e76caf2d1fdac0aea1ac3}, volume = 31, year = 2007 }