A minimax risk strategy for portfolio immunization (Q1277813): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:00, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A minimax risk strategy for portfolio immunization |
scientific article |
Statements
A minimax risk strategy for portfolio immunization (English)
0 references
17 February 1999
0 references
minimax immunization strategy
0 references
infinite factor interest rate model
0 references
portfolio value
0 references
