| Article ID: | iaor19921792 |
| Country: | United States |
| Volume: | 40 |
| Start Page Number: | 303 |
| End Page Number: | 315 |
| Publication Date: | Jan 1992 |
| Journal: | Operations Research |
| Authors: | Zipkin Paul |
| Keywords: | programming: linear |
Over the past decade, optimization models have been widely used to help select bond portfolios. Several different formulations are popular. The purposes of this paper are to clarify the basic structures of the models, to explain the relationships among them, and to assess their strengths and weaknesses.