A minimax risk strategy for portfolio immunization (Q1277813)

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A minimax risk strategy for portfolio immunization
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    title
    A minimax risk strategy for portfolio immunization (English)
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    author
    Joel R. Barber
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    Mark L. Copper
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    publication date
    17 February 1999
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    zbMATH DE Number
    1251568
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    zbMATH Keywords
    minimax immunization strategy
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    infinite factor interest rate model
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    portfolio value
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