Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On Bond Portfolio Management   This paper describes a new method of bond portfolio optimization based on
stochastic string models of correlation structure in bond returns. The paper
shows how to approximate correlation function of bond returns, compute the
optimal portfolio allocation using Wiener-Hopf factorization, and check whether
a collection of bonds presents arbitrage opportunities.

35
The categories of this paper are: mtrl-th
19
The categories of this paper are: eess
32
The categories of this paper are: atom-ph
15
The categories of this paper are: nucl-ex
33
The categories of this paper are: plasm-ph
22
The categories of this paper are: chao-dyn
26
The categories of this paper are: bayes-an
30
The categories of this paper are: q-alg
28
The categories of this paper are: alg-geom
12
The categories of this paper are: nucl-th
11
The categories of this paper are: hep-lat
18
The categories of this paper are: econ
6
The categories of this paper are: astro-ph
16
The categories of this paper are: stat
5
The categories of this paper are: gr-qc
13
The categories of this paper are: quant-ph