Risk minimizing strategies for a portfolio of interest-rate securities (Q3534754)
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scientific article; zbMATH DE number 5361732
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| English | Risk minimizing strategies for a portfolio of interest-rate securities |
scientific article; zbMATH DE number 5361732 |
Statements
4 November 2008
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optimal portfolios
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asset-liability management
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stochastic interest rate
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0.8214849233627319
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0.7888742685317993
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0.7824567556381226
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0.7772046327590942
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0.7770045399665833
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