On risk minimizing strategies for default-free bond portfolio immunization (Q4829418)
From MaRDI portal
scientific article; zbMATH DE number 2120117
Language | Label | Description | Also known as |
---|---|---|---|
English | On risk minimizing strategies for default-free bond portfolio immunization |
scientific article; zbMATH DE number 2120117 |
Statements
On risk minimizing strategies for default-free bond portfolio immunization (English)
0 references
29 November 2004
0 references
immunization
0 references
duration
0 references
bond portfolio
0 references
M-absolute
0 references