A minimax risk strategy for portfolio immunization (Q1277813): Difference between revisions

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Latest revision as of 18:27, 28 May 2024

scientific article
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A minimax risk strategy for portfolio immunization
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    A minimax risk strategy for portfolio immunization (English)
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    17 February 1999
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    minimax immunization strategy
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    infinite factor interest rate model
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    portfolio value
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