A minimax risk strategy for portfolio immunization (Q1277813): Difference between revisions
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Property / cites work: A note on Shiu-Fisher-Weil immunization theorem / rank | |||
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Property / cites work: Q5653193 / rank | |||
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Property / cites work: On the Fisher-Weil immunization theorem / rank | |||
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Property / cites work: Immunization of multiple liabilities / rank | |||
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Property / cites work: A note on Shiu's immunization results / rank | |||
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Latest revision as of 18:27, 28 May 2024
scientific article
Language | Label | Description | Also known as |
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English | A minimax risk strategy for portfolio immunization |
scientific article |
Statements
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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