A minimax risk strategy for portfolio immunization (Q1277813)
From MaRDI portal
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