Portfolio immunization under cone restrictions (Q1684037)
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scientific article; zbMATH DE number 6815253
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio immunization under cone restrictions |
scientific article; zbMATH DE number 6815253 |
Statements
Portfolio immunization under cone restrictions (English)
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4 December 2017
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immunization
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asset-liability management
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interest rate risk
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cone restrictions
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monotonicity of linear operators
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0.8301849961280823
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0.7861495018005371
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0.7851501703262329
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0.7743871808052063
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