Index
Figures and Tables are indicated by italic page numbers, footnotes by suffix ‘n’
accrued interest
active constraint
algebraic modeling
ALIAS statement
mean-variance model
portfolio dedication model
scenario-based optimization model
stochastic programming model
ASCII files
assignment statements
bibliography
binary variables
bond cashflows
bond prices
bonds,
coupon bearing
face value
principal and interest
yield-to-maturity
zero coupon
bootstrapping
borrowing,
portfolio dedication model
risk-free, mean-variance model
stochastic dedication model
calendar (date and time) functions
CARD
case studies
corporate bond portfolio management
insurance policies with guarantees
international asset allocation
personal financial planning
certainty equivalent return on equity (CeROE), as function of risk aversion parameter
circular sets
coherent risk measure
comma-delimited files see CSV files
comma-separated values see CSV
command line, GAMS executed via
comment line
Committee on Uniform Security Identification Procedures see also CUSIP identifier
co-movement approach for index funds
conditional compilation
conditional expressions see also $-operator
conditional value-at-risk (CVaR) models
constrained nonlinear systems (CNS)
constraint(s)
ε-regret
active
endogenous variables in
even-lot
linear
liquidity
MAD
non-anticipativity
normalization
operational
zero-or-range
continuous-time discounting
continuous variables
control statements
FOR
IF
LOOP
WHILE
convexity
factor modified
corporate ...
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