\textsc{irr} and equivalence of cash-flow streams, loans, and portfolios of bonds (Q6655432)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: \textsc{irr} and equivalence of cash-flow streams, loans, and portfolios of bonds |
scientific article; zbMATH DE number 7960499
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | \textsc{irr} and equivalence of cash-flow streams, loans, and portfolios of bonds |
scientific article; zbMATH DE number 7960499 |
Statements
\textsc{irr} and equivalence of cash-flow streams, loans, and portfolios of bonds (English)
0 references
23 December 2024
0 references
capital budgeting
0 references
internal rate of return
0 references
bond markets
0 references
loan amortization
0 references
portfolio management
0 references
0 references
0 references
